-18.4%
FXI vs ZETA
+306.8%
-325.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -4.2% | +18.1% | -22.3% | -5.6% |
| 30D | -1.1% | +13.6% | -14.7% | -2.3% |
| 3M | -4.0% | +23.7% | -27.7% | -6.0% |
| 6M | -11.8% | +128.5% | -140.3% | -18.6% |
| YTD | -11.9% | +80.1% | -92.0% | -17.5% |
| 1Y | -16.1% | +98.0% | -114.1% | -22.2% |
| 3Y | +38.8% | +348.6% | -309.8% | +9.4% |
| 5Y | -9.1% | +286.6% | -295.7% | -31.1% |
| All | -18.4% | +306.8% | -325.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling