+6.0%
EMR vs ZETA
+71.2%
-65.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.0% |
| 7D | -1.5% | +2.7% | -4.2% | -1.8% |
| 30D | -5.6% | +15.8% | -21.4% | -6.7% |
| 3M | +7.9% | +35.4% | -27.5% | +6.9% |
| 6M | +6.0% | +67.1% | -61.1% | +5.0% |
| All | +6.0% | +71.2% | -65.2% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling