+264.7%
ZETA vs EMB
+7.4%
+257.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.8% | +3.2% |
| 7D | +6.2% | +0.8% | +5.4% | +4.6% |
| 30D | -2.0% | +1.5% | -3.5% | -4.8% |
| 3M | +21.7% | -1.9% | +23.6% | +26.7% |
| 6M | +89.1% | -1.6% | +90.8% | +96.4% |
| YTD | +59.3% | 0.0% | +59.3% | +60.3% |
| 1Y | +66.2% | +1.1% | +65.1% | +64.0% |
| 3Y | +297.3% | +30.9% | +266.4% | +150.1% |
| 5Y | +227.5% | +7.1% | +220.4% | +202.6% |
| All | +264.7% | +7.4% | +257.3% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling