-5.4%
FXI vs ZETA
+346.9%
-352.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.3% |
| 7D | -1.0% | -2.4% | +1.5% | -0.8% |
| 30D | -3.2% | +15.6% | -18.8% | -4.6% |
| 3M | +1.7% | +41.5% | -39.8% | -1.8% |
| 6M | -1.6% | +63.4% | -65.0% | -6.6% |
| YTD | -7.9% | +51.3% | -59.2% | -12.4% |
| 1Y | -9.6% | +65.8% | -75.4% | -15.2% |
| 3Y | +40.5% | +279.2% | -238.7% | +11.3% |
| All | -5.4% | +346.9% | -352.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling