+252.6%
ZETA vs EMB
+9.1%
+243.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +15.8% | -0.3% | +16.1% | +16.6% |
| 3M | +35.4% | -0.4% | +35.8% | +37.0% |
| 6M | +67.1% | +0.1% | +67.0% | +67.7% |
| YTD | +54.1% | +1.6% | +52.5% | +50.0% |
| 1Y | +67.8% | +5.6% | +62.2% | +51.6% |
| 3Y | +311.4% | +29.8% | +281.6% | +161.7% |
| 5Y | +324.8% | +7.3% | +317.5% | +285.9% |
| All | +252.6% | +9.1% | +243.6% | +214.6% |
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