-42.2%
ZS vs EMB
+6.8%
-49.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.0% |
| 7D | -13.4% | +0.5% | -13.9% | -14.1% |
| 30D | -16.6% | +0.9% | -17.5% | -17.8% |
| 3M | +10.3% | -2.1% | +12.4% | +14.5% |
| 6M | +28.1% | -2.2% | +30.3% | +32.9% |
| YTD | -13.3% | -0.6% | -12.7% | -13.1% |
| 1Y | -40.7% | +0.2% | -41.0% | -41.5% |
| 3Y | +11.4% | +29.5% | -18.2% | -30.6% |
| 5Y | -42.2% | +8.0% | -50.2% | -48.6% |
| All | -42.2% | +6.8% | -49.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling