-42.3%
ZS vs EMB
+7.3%
-49.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.4% |
| 7D | -9.2% | +0.3% | -9.5% | -9.6% |
| 30D | -4.0% | -0.5% | -3.5% | -3.2% |
| 3M | +25.3% | +0.3% | +25.0% | +24.7% |
| 6M | -1.3% | +1.2% | -2.5% | -3.8% |
| YTD | -28.0% | +1.5% | -29.5% | -30.4% |
| 1Y | -42.5% | +4.8% | -47.3% | -47.6% |
| 3Y | +0.7% | +30.4% | -29.6% | -37.9% |
| 5Y | -42.3% | +7.3% | -49.6% | -42.6% |
| All | -42.3% | +7.3% | -49.6% | -42.6% |
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