+40.5%
FXI vs ZETA
+281.1%
-240.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -1.0% | -2.4% | +1.5% | -0.9% |
| 30D | -3.2% | +15.6% | -18.8% | -4.1% |
| 3M | +1.7% | +41.5% | -39.8% | -0.7% |
| 6M | -1.6% | +63.4% | -65.0% | -4.9% |
| YTD | -7.9% | +51.3% | -59.2% | -10.9% |
| 1Y | -9.6% | +65.8% | -75.4% | -13.2% |
| 3Y | +40.5% | +279.2% | -238.7% | +11.0% |
| All | +40.5% | +281.1% | -240.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling