+91.0%
EEM vs ZETA
+281.1%
-190.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +3.1% | -2.4% | +5.5% | +3.2% |
| 30D | +4.9% | +15.6% | -10.7% | +3.6% |
| 3M | +5.2% | +41.5% | -36.3% | +2.1% |
| 6M | +20.7% | +63.4% | -42.7% | +15.4% |
| YTD | +26.5% | +51.3% | -24.8% | +21.2% |
| 1Y | +37.8% | +65.8% | -28.0% | +30.7% |
| 3Y | +91.0% | +279.2% | -188.2% | +53.2% |
| All | +91.0% | +281.1% | -190.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling