+98.0%
ZETA vs FTI
+54.7%
+43.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -1.7% |
| 7D | +18.1% | +4.3% | +13.8% | +17.9% |
| 30D | +13.6% | -4.7% | +18.2% | +13.3% |
| 3M | +23.7% | -13.5% | +37.3% | +23.4% |
| 6M | +128.5% | -8.7% | +137.2% | +129.1% |
| YTD | +80.1% | +49.0% | +31.1% | +73.6% |
| 1Y | +98.0% | +54.0% | +44.0% | +77.5% |
| All | +98.0% | +54.7% | +43.3% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling