+243.8%
ZETA vs FTI
+629.4%
-385.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.4% |
| 7D | -6.5% | -5.6% | -0.9% | -4.7% |
| 30D | +4.8% | +0.4% | +4.4% | +4.6% |
| 3M | +53.3% | +8.1% | +45.2% | +48.3% |
| 6M | +66.8% | +16.7% | +50.1% | +56.1% |
| YTD | +50.2% | +70.0% | -19.8% | +22.9% |
| 1Y | +62.0% | +85.4% | -23.4% | +28.0% |
| 3Y | +276.4% | +265.9% | +10.4% | +131.1% |
| 5Y | +341.6% | +1,072.7% | -731.1% | +73.8% |
| All | +243.8% | +629.4% | -385.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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