+390.7%
ZS vs EME
+892.1%
-501.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.2% |
| 7D | -9.2% | +5.2% | -14.4% | -10.3% |
| 30D | -4.0% | -5.4% | +1.4% | -2.9% |
| 3M | +25.3% | -6.1% | +31.4% | +25.8% |
| 6M | -1.3% | +9.7% | -10.9% | -5.8% |
| YTD | -28.0% | +26.6% | -54.6% | -34.5% |
| 1Y | -42.5% | +24.6% | -67.1% | -48.0% |
| 3Y | +0.7% | +249.6% | -248.9% | -32.7% |
| 5Y | -42.3% | +556.6% | -598.9% | -67.4% |
| All | +390.7% | +892.1% | -501.4% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling