+398.6%
ZS vs EME
+901.7%
-503.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.3% |
| 7D | -3.1% | +3.5% | -6.6% | -3.9% |
| 30D | -7.2% | -6.3% | -0.9% | -6.0% |
| 3M | +30.5% | -3.8% | +34.2% | +30.3% |
| 6M | +7.0% | +8.5% | -1.5% | +2.4% |
| YTD | -26.8% | +27.8% | -54.7% | -33.6% |
| 1Y | -42.6% | +22.2% | -64.8% | -47.8% |
| 3Y | -0.3% | +253.5% | -253.8% | -33.6% |
| 5Y | -39.2% | +578.6% | -617.8% | -65.9% |
| All | +398.6% | +901.7% | -503.1% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling