+246.3%
ZETA vs FTV
+7.7%
+238.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -2.4% | -0.4% | -2.1% | -2.0% |
| 30D | +15.6% | -8.3% | +23.9% | +24.0% |
| 3M | +41.5% | -7.4% | +48.9% | +49.1% |
| 6M | +63.4% | -1.2% | +64.6% | +62.1% |
| YTD | +51.3% | +2.7% | +48.6% | +43.9% |
| 1Y | +65.8% | +18.4% | +47.4% | +38.4% |
| 3Y | +279.2% | -2.0% | +281.2% | +272.8% |
| 5Y | +341.8% | +3.4% | +338.3% | +263.1% |
| All | +246.3% | +7.7% | +238.7% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling