+156.9%
EMR vs ZS
+517.5%
-360.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.1% |
| 7D | -1.5% | -7.8% | +6.3% | -0.8% |
| 30D | -5.6% | +5.0% | -10.7% | -6.1% |
| 3M | +7.9% | +25.5% | -17.6% | +5.5% |
| 6M | +6.0% | +8.7% | -2.7% | +3.7% |
| YTD | +16.4% | -24.5% | +41.0% | +17.7% |
| 1Y | +16.6% | -36.7% | +53.3% | +19.8% |
| 3Y | +62.9% | +7.2% | +55.7% | +58.3% |
| 5Y | +60.1% | -40.9% | +101.0% | +56.7% |
| All | +156.9% | +517.5% | -360.6% | +100.2% |
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