-39.6%
ZS vs EME
+540.8%
-580.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -8.1% | +0.9% | -9.0% | -8.4% |
| 30D | -8.4% | -8.4% | -0.1% | -6.2% |
| 3M | +31.1% | -3.6% | +34.7% | +30.6% |
| 6M | +4.4% | +3.6% | +0.8% | -0.6% |
| YTD | -27.3% | +22.5% | -49.8% | -36.3% |
| 1Y | -41.4% | +18.2% | -59.6% | -48.9% |
| 3Y | +1.7% | +238.4% | -236.7% | -51.4% |
| 5Y | -39.6% | +550.5% | -590.1% | -82.5% |
| All | -39.6% | +540.8% | -580.4% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling