+82.1%
ZETA vs EMB
-0.3%
+82.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | +0.7% |
| 7D | +26.5% | -0.7% | +27.1% | +28.4% |
| 30D | +10.3% | +0.5% | +9.7% | +8.8% |
| 3M | +30.5% | -2.5% | +33.0% | +40.1% |
| 6M | +129.4% | -2.0% | +131.4% | +144.5% |
| YTD | +83.1% | -0.9% | +84.0% | +80.2% |
| 1Y | +82.1% | -0.3% | +82.4% | +73.1% |
| All | +82.1% | -0.3% | +82.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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