+252.6%
ZETA vs FTI
+670.5%
-417.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +2.7% | +5.3% | -2.6% | +0.9% |
| 30D | +15.8% | +15.3% | +0.5% | +10.6% |
| 3M | +35.4% | +15.8% | +19.7% | +28.1% |
| 6M | +67.1% | +22.6% | +44.5% | +53.9% |
| YTD | +54.1% | +79.5% | -25.5% | +23.9% |
| 1Y | +67.8% | +102.0% | -34.2% | +28.8% |
| 3Y | +311.4% | +315.8% | -4.4% | +142.8% |
| 5Y | +324.8% | +1,129.5% | -804.7% | +64.4% |
| All | +252.6% | +670.5% | -417.8% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling