+483.2%
ZS vs EMB
+23.8%
+459.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | -2.6% | -0.9% | -1.7% | -1.4% |
| 30D | -12.8% | +0.4% | -13.2% | -13.2% |
| 3M | +2.3% | -3.1% | +5.4% | +6.7% |
| 6M | +26.3% | -2.1% | +28.3% | +29.6% |
| YTD | -14.4% | -1.1% | -13.3% | -13.6% |
| 1Y | -37.6% | -0.1% | -37.6% | -37.9% |
| 3Y | +8.0% | +29.6% | -21.6% | -23.8% |
| 5Y | -44.9% | +7.2% | -52.1% | -51.8% |
| All | +483.2% | +23.8% | +459.4% | +351.7% |
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