+324.5%
ZETA vs FTI
+531.0%
-206.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| 3M | +29.5% | -13.1% | +42.6% | +34.8% |
| 6M | +128.6% | -8.0% | +136.6% | +131.9% |
| YTD | +85.5% | +47.1% | +38.4% | +58.4% |
| 1Y | +90.6% | +50.7% | +39.9% | +61.1% |
| 3Y | +358.0% | +209.0% | +149.1% | +196.8% |
| 5Y | +282.0% | +847.0% | -565.0% | +59.4% |
| All | +324.5% | +531.0% | -206.5% | +82.4% |
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