+67.8%
ZETA vs FTV
+21.5%
+46.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.5% |
| 7D | +2.7% | -4.6% | +7.3% | +5.2% |
| 30D | +15.8% | -7.2% | +23.0% | +20.4% |
| 3M | +35.4% | -7.3% | +42.7% | +40.0% |
| 6M | +67.1% | -1.6% | +68.7% | +64.9% |
| YTD | +54.1% | +3.3% | +50.7% | +49.6% |
| 1Y | +67.8% | +20.2% | +47.6% | +32.9% |
| All | +67.8% | +21.5% | +46.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling