+239.5%
ZETA vs EME
+518.6%
-279.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -3.2% |
| 7D | -3.7% | +3.5% | -7.2% | -5.3% |
| 30D | +5.7% | -6.3% | +12.0% | +8.5% |
| 3M | +50.4% | -3.8% | +54.2% | +49.5% |
| 6M | +65.5% | +8.5% | +57.0% | +51.1% |
| YTD | +48.3% | +27.8% | +20.5% | +21.6% |
| 1Y | +45.4% | +22.2% | +23.2% | +20.8% |
| 3Y | +270.8% | +253.5% | +17.3% | +63.9% |
| 5Y | +336.1% | +578.6% | -242.5% | +22.6% |
| All | +239.5% | +518.6% | -279.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling