+89.9%
EMR vs ZETA
+318.9%
-229.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | -1.1% |
| 7D | -2.0% | +18.8% | -20.7% | -3.9% |
| 30D | +2.8% | +12.6% | -9.8% | +1.4% |
| 3M | +2.0% | +29.5% | -27.5% | -1.2% |
| 6M | +20.7% | +128.6% | -107.9% | +9.0% |
| YTD | +27.3% | +85.5% | -58.2% | +16.8% |
| 1Y | +31.0% | +90.6% | -59.6% | +19.7% |
| 3Y | +103.6% | +358.0% | -254.4% | +60.0% |
| 5Y | +88.6% | +282.0% | -193.4% | +44.1% |
| All | +89.9% | +318.9% | -229.0% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling