+26.4%
EWJ vs Z
-62.2%
+88.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +2.1% |
| 7D | +0.3% | -6.0% | +6.3% | +0.4% |
| 30D | +0.8% | -2.3% | +3.1% | +0.8% |
| 3M | +7.5% | -0.6% | +8.1% | +7.5% |
| 6M | +15.6% | -27.6% | +43.2% | +17.4% |
| YTD | +22.7% | -52.4% | +75.1% | +27.0% |
| 1Y | +26.4% | -63.6% | +90.0% | +31.5% |
| All | +26.4% | -62.2% | +88.6% | +31.5% |
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