-36.7%
ZS vs EME
+19.7%
-56.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.4% |
| 7D | -7.8% | +1.9% | -9.7% | -7.7% |
| 30D | +5.0% | -8.3% | +13.3% | +4.4% |
| 3M | +25.5% | -10.7% | +36.3% | +25.3% |
| 6M | +8.7% | +1.9% | +6.8% | +7.0% |
| YTD | -24.5% | +23.5% | -48.0% | -29.0% |
| 1Y | -36.7% | +18.0% | -54.7% | -43.0% |
| All | -36.7% | +19.7% | -56.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling