+149.4%
EMR vs ZS
+494.5%
-345.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -1.2% | -8.1% | +6.8% | -0.5% |
| 30D | -9.4% | -8.4% | -1.0% | -8.8% |
| 3M | +8.6% | +31.1% | -22.5% | +5.7% |
| 6M | +6.7% | +4.4% | +2.3% | +4.7% |
| YTD | +13.1% | -27.3% | +40.4% | +14.7% |
| 1Y | +12.7% | -41.4% | +54.1% | +16.6% |
| 3Y | +58.1% | +1.7% | +56.4% | +54.3% |
| 5Y | +63.6% | -39.6% | +103.2% | +60.3% |
| All | +149.4% | +494.5% | -345.1% | +95.0% |
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