+12.7%
EMR vs ZETA
+61.8%
-49.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -1.2% | -6.5% | +5.3% | -0.5% |
| 30D | -9.4% | +4.8% | -14.3% | -10.1% |
| 3M | +8.6% | +53.3% | -44.8% | +2.9% |
| 6M | +6.7% | +66.8% | -60.1% | -0.9% |
| YTD | +13.1% | +50.2% | -37.1% | +4.9% |
| 1Y | +12.7% | +62.0% | -49.3% | +5.9% |
| All | +12.7% | +61.8% | -49.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling