+68.8%
EEM vs ZS
+488.9%
-420.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | +3.1% | -9.2% | +12.3% | +4.1% |
| 30D | +4.9% | -4.0% | +8.9% | +5.1% |
| 3M | +5.2% | +25.3% | -20.1% | +2.2% |
| 6M | +20.7% | -1.3% | +22.0% | +18.7% |
| YTD | +26.5% | -28.0% | +54.5% | +28.6% |
| 1Y | +37.8% | -42.5% | +80.3% | +43.7% |
| 3Y | +91.0% | +0.7% | +90.2% | +82.4% |
| 5Y | +47.0% | -42.3% | +89.3% | +43.1% |
| All | +68.8% | +488.9% | -420.1% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling