+349.3%
ZETA vs FTI
+1,177.2%
-827.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.1% | -2.3% | +2.3% | +0.7% |
| 30D | +10.5% | +5.0% | +5.4% | +8.7% |
| 3M | +44.3% | +13.8% | +30.5% | +37.0% |
| 6M | +59.4% | +22.9% | +36.5% | +46.3% |
| YTD | +49.5% | +75.0% | -25.5% | +20.5% |
| 1Y | +62.7% | +96.9% | -34.2% | +25.0% |
| 3Y | +274.6% | +276.7% | -2.1% | +124.4% |
| 5Y | +349.3% | +1,157.0% | -807.7% | +61.1% |
| All | +349.3% | +1,177.2% | -827.9% | +61.1% |
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 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