+243.8%
ZETA vs FTV
+3.9%
+239.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +2.4% |
| 7D | -6.5% | -5.2% | -1.3% | -2.3% |
| 30D | +4.8% | -11.5% | +16.4% | +15.8% |
| 3M | +53.3% | -9.0% | +62.4% | +64.0% |
| 6M | +66.8% | -2.0% | +68.8% | +66.4% |
| YTD | +50.2% | -0.9% | +51.1% | +47.1% |
| 1Y | +62.0% | +14.8% | +47.2% | +38.7% |
| 3Y | +276.4% | -5.5% | +281.9% | +281.0% |
| 5Y | +341.6% | -1.9% | +343.5% | +273.6% |
| All | +243.8% | +3.9% | +239.9% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling