+279.2%
ZETA vs FTI
+284.3%
-5.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +15.6% | +12.3% | +3.2% | +11.1% |
| 3M | +41.5% | +13.8% | +27.7% | +34.1% |
| 6M | +63.4% | +24.3% | +39.1% | +48.1% |
| YTD | +51.3% | +75.8% | -24.5% | +18.4% |
| 1Y | +65.8% | +99.6% | -33.8% | +21.9% |
| 3Y | +279.2% | +278.4% | +0.8% | +107.1% |
| All | +279.2% | +284.3% | -5.1% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling