+35.8%
EEM vs ZETA
+239.2%
-203.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | -0.7% | -6.5% | +5.8% | -0.2% |
| 30D | +2.4% | +4.8% | -2.4% | +1.9% |
| 3M | +4.2% | +53.3% | -49.2% | 0.0% |
| 6M | +14.8% | +66.8% | -52.0% | +9.0% |
| YTD | +23.1% | +50.2% | -27.1% | +17.5% |
| 1Y | +32.5% | +62.0% | -29.5% | +25.1% |
| 3Y | +85.9% | +276.4% | -190.5% | +54.1% |
| 5Y | +43.6% | +341.6% | -298.1% | +13.3% |
| All | +35.8% | +239.2% | -203.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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