-12.6%
FXI vs ZETA
+247.9%
-260.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.9% |
| 7D | +1.0% | +2.7% | -1.6% | +0.8% |
| 30D | -0.6% | +15.8% | -16.4% | -1.9% |
| 3M | +1.9% | +35.4% | -33.5% | -1.2% |
| 6M | -0.2% | +67.1% | -67.3% | -5.4% |
| YTD | -5.6% | +54.1% | -59.6% | -10.2% |
| 1Y | -4.7% | +67.8% | -72.5% | -10.5% |
| 3Y | +38.0% | +311.4% | -273.4% | +9.4% |
| 5Y | -2.7% | +324.8% | -327.5% | -26.2% |
| All | -12.6% | +247.9% | -260.5% | -32.8% |
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