+23.5%
EEM vs ZETA
+306.8%
-283.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +2.7% | +18.1% | -15.4% | +1.2% |
| 30D | -5.4% | +13.6% | -19.0% | -6.5% |
| 3M | -8.6% | +23.7% | -32.4% | -10.5% |
| 6M | -8.9% | +128.5% | -137.4% | -15.7% |
| YTD | +11.9% | +80.1% | -68.2% | +5.1% |
| 1Y | +13.1% | +98.0% | -84.9% | +5.2% |
| 3Y | +70.7% | +348.6% | -277.9% | +39.4% |
| 5Y | +31.8% | +286.6% | -254.8% | +4.0% |
| All | +23.5% | +306.8% | -283.3% | -2.2% |
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 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