+39.3%
EEM vs ZETA
+247.9%
-208.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.2% |
| 7D | +2.3% | +2.7% | -0.3% | +2.1% |
| 30D | +4.5% | +15.8% | -11.3% | +3.1% |
| 3M | -0.1% | +35.4% | -35.5% | -2.9% |
| 6M | +16.9% | +67.1% | -50.2% | +11.1% |
| YTD | +26.2% | +54.1% | -27.8% | +20.2% |
| 1Y | +40.5% | +67.8% | -27.3% | +32.2% |
| 3Y | +86.2% | +311.4% | -225.2% | +53.1% |
| 5Y | +45.5% | +324.8% | -279.3% | +14.9% |
| All | +39.3% | +247.9% | -208.7% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling