+70.9%
EMR vs ZETA
+237.6%
-166.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -5.0% | +10.5% | -15.4% | -6.1% |
| 3M | +5.9% | +44.3% | -38.4% | +1.3% |
| 6M | +7.3% | +59.4% | -52.1% | +0.8% |
| YTD | +14.6% | +49.5% | -34.9% | +7.9% |
| 1Y | +15.6% | +62.7% | -47.0% | +7.3% |
| 3Y | +60.2% | +274.6% | -214.5% | +28.8% |
| 5Y | +65.8% | +349.3% | -283.5% | +27.4% |
| All | +70.9% | +237.6% | -166.7% | +36.3% |
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