+18.2%
EWJ vs Z
-54.2%
+72.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.1% | +1.2% |
| 7D | -1.2% | +10.2% | -11.4% | -1.4% |
| 30D | -5.5% | +23.7% | -29.2% | -6.0% |
| 3M | -0.8% | -6.6% | +5.8% | -0.7% |
| 6M | +7.1% | -23.0% | +30.1% | +8.5% |
| YTD | +16.9% | -50.3% | +67.2% | +19.5% |
| 1Y | +18.2% | -53.6% | +71.8% | +21.1% |
| All | +18.2% | -54.2% | +72.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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