+141.9%
EWJ vs Z
-2.5%
+144.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.7% |
| 7D | +0.3% | -6.0% | +6.3% | +1.0% |
| 30D | +0.8% | -2.3% | +3.1% | +0.9% |
| 3M | +7.5% | -0.6% | +8.1% | +7.1% |
| 6M | +15.6% | -27.6% | +43.2% | +19.2% |
| YTD | +22.7% | -52.4% | +75.1% | +32.4% |
| 1Y | +26.4% | -63.6% | +90.0% | +40.5% |
| 3Y | +72.5% | -36.4% | +108.9% | +75.8% |
| 5Y | +52.4% | -64.6% | +117.1% | +58.9% |
| All | +141.9% | -2.5% | +144.3% | +106.3% |
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