+128.5%
ZETA vs FTI
-9.7%
+138.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -1.8% |
| 7D | +18.1% | +4.3% | +13.8% | +17.7% |
| 30D | +13.6% | -4.7% | +18.2% | +13.3% |
| 3M | +23.7% | -13.5% | +37.3% | +23.6% |
| 6M | +128.5% | -8.7% | +137.2% | +142.9% |
| All | +128.5% | -9.7% | +138.2% | +142.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling