+32.2%
EEM vs ZS
-45.5%
+77.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.7% | -2.6% | +5.3% | +3.0% |
| 30D | -5.4% | -12.8% | +7.4% | -4.1% |
| 3M | -8.6% | +2.3% | -10.9% | -9.3% |
| 6M | -8.9% | +26.3% | -35.2% | -12.8% |
| YTD | +11.9% | -14.4% | +26.4% | +11.7% |
| 1Y | +13.1% | -37.6% | +50.7% | +17.5% |
| 3Y | +70.7% | +8.0% | +62.6% | +61.2% |
| All | +32.2% | -45.5% | +77.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling