+66.4%
EEM vs ZS
+498.3%
-431.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | +2.1% | -7.2% | +9.3% | +2.7% |
| 3M | +1.0% | +30.5% | -29.4% | -2.4% |
| 6M | +15.9% | +7.0% | +8.9% | +12.9% |
| YTD | +24.6% | -26.8% | +51.5% | +26.5% |
| 1Y | +32.3% | -42.6% | +74.9% | +38.0% |
| 3Y | +85.9% | -0.3% | +86.2% | +77.8% |
| 5Y | +45.4% | -39.2% | +84.6% | +40.6% |
| All | +66.4% | +498.3% | -431.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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