+485.5%
ZS vs EMB
+24.1%
+461.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.8% |
| 7D | -5.2% | -0.7% | -4.6% | -4.4% |
| 30D | -15.5% | +0.5% | -16.0% | -16.1% |
| 3M | +9.0% | -2.5% | +11.4% | +12.7% |
| 6M | +32.2% | -2.0% | +34.2% | +35.6% |
| YTD | -14.1% | -0.9% | -13.2% | -13.6% |
| 1Y | -39.1% | -0.3% | -38.8% | -39.1% |
| 3Y | +10.4% | +29.2% | -18.8% | -21.8% |
| 5Y | -44.6% | +7.4% | -52.1% | -51.7% |
| All | +485.5% | +24.1% | +461.4% | +352.0% |
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