+62.9%
EMR vs ZETA
+343.0%
-280.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.2% |
| 7D | +3.1% | -2.4% | +5.5% | +3.3% |
| 30D | -3.5% | +15.6% | -19.1% | -5.2% |
| 3M | +9.8% | +41.5% | -31.7% | +5.0% |
| 6M | +10.8% | +63.4% | -52.6% | +3.5% |
| YTD | +15.9% | +51.3% | -35.4% | +8.8% |
| 1Y | +16.4% | +65.8% | -49.4% | +7.5% |
| 3Y | +62.1% | +279.2% | -217.1% | +28.5% |
| 5Y | +62.9% | +341.8% | -278.8% | +21.4% |
| All | +62.9% | +343.0% | -280.1% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling