+282.0%
ZETA vs FTI
+848.3%
-566.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +7.2% |
| 7D | +18.8% | +1.4% | +17.4% | +18.4% |
| 30D | +12.6% | -6.3% | +18.9% | +14.9% |
| 3M | +29.5% | -13.1% | +42.6% | +35.1% |
| 6M | +128.6% | -8.0% | +136.6% | +132.0% |
| YTD | +85.5% | +47.1% | +38.4% | +56.9% |
| 1Y | +90.6% | +50.7% | +39.9% | +59.5% |
| 3Y | +358.0% | +209.0% | +149.1% | +188.5% |
| 5Y | +282.0% | +847.0% | -565.0% | +44.3% |
| All | +282.0% | +848.3% | -566.3% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling