+356.2%
ZETA vs FTV
+39.1%
+317.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +26.5% | +3.7% | +22.8% | +23.3% |
| 30D | +10.3% | +16.8% | -6.6% | -1.5% |
| 3M | +30.5% | +10.4% | +20.2% | +21.2% |
| 6M | +129.4% | +12.8% | +116.5% | +107.1% |
| YTD | +83.1% | +23.3% | +59.8% | +52.4% |
| 1Y | +82.1% | +31.0% | +51.1% | +43.2% |
| All | +356.2% | +39.1% | +317.1% | +254.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling