+125.2%
EWJ vs Z
-19.3%
+144.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +3.6% | -4.9% | +8.6% | +4.2% |
| 30D | -6.0% | +3.0% | -9.0% | -6.5% |
| 3M | -6.5% | -13.4% | +6.9% | -5.4% |
| 6M | -0.1% | -27.3% | +27.2% | +2.8% |
| YTD | +13.9% | -57.8% | +71.7% | +24.2% |
| 1Y | +13.1% | -60.0% | +73.1% | +24.0% |
| 3Y | +65.0% | -21.5% | +86.5% | +63.7% |
| 5Y | +47.0% | -55.0% | +102.0% | +50.3% |
| All | +125.2% | -19.3% | +144.5% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling