+279.2%
ZETA vs EMB
+30.2%
+249.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.5% |
| 7D | -2.4% | +0.3% | -2.7% | -3.2% |
| 30D | +15.6% | -0.5% | +16.1% | +17.1% |
| 3M | +41.5% | +0.3% | +41.2% | +40.6% |
| 6M | +63.4% | +1.2% | +62.3% | +59.3% |
| YTD | +51.3% | +1.5% | +49.8% | +46.0% |
| 1Y | +65.8% | +4.8% | +61.0% | +47.1% |
| 3Y | +279.2% | +30.4% | +248.8% | +137.9% |
| All | +279.2% | +30.2% | +249.0% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling