+89.6%
EMR vs ZETA
+244.2%
-154.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.3% | -2.1% |
| 7D | +0.7% | +13.2% | -12.5% | -0.8% |
| 30D | +3.5% | +6.0% | -2.5% | +2.7% |
| 3M | +5.9% | +27.3% | -21.4% | +2.6% |
| 6M | +19.4% | +104.6% | -85.2% | +8.6% |
| YTD | +27.7% | +72.3% | -44.7% | +17.5% |
| 1Y | +30.9% | +76.3% | -45.4% | +20.0% |
| 3Y | +104.2% | +325.6% | -221.4% | +57.7% |
| 5Y | +89.6% | +254.2% | -164.6% | +44.1% |
| All | +89.6% | +244.2% | -154.5% | +44.1% |
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