-17.4%
FXI vs ZETA
+318.9%
-336.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.6% | -9.0% | -2.1% |
| 7D | -1.9% | +18.8% | -20.7% | -3.5% |
| 30D | -0.6% | +12.6% | -13.3% | -1.8% |
| 3M | -4.9% | +29.5% | -34.3% | -7.2% |
| 6M | -8.8% | +128.6% | -137.4% | -15.8% |
| YTD | -10.7% | +85.5% | -96.2% | -16.6% |
| 1Y | -15.2% | +90.6% | -105.9% | -21.2% |
| 3Y | +42.5% | +358.0% | -315.5% | +12.2% |
| 5Y | -7.8% | +282.0% | -289.8% | -30.2% |
| All | -17.4% | +318.9% | -336.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling