+55.1%
ZM vs EMB
+22.1%
+33.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -10.3% | -0.3% | -10.0% | -10.0% |
| 3M | -0.7% | -0.3% | -0.4% | -0.4% |
| 6M | +24.8% | +0.7% | +24.1% | +23.9% |
| YTD | +11.5% | +1.3% | +10.2% | +10.1% |
| 1Y | +12.3% | +4.7% | +7.6% | +7.6% |
| 3Y | +33.5% | +30.1% | +3.4% | +4.6% |
| 5Y | -67.5% | +6.9% | -74.3% | -72.6% |
| All | +55.1% | +22.1% | +33.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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