+71.5%
EWJ vs Z
-36.8%
+108.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.3% |
| 7D | +2.9% | -3.3% | +6.1% | +3.2% |
| 30D | +1.1% | -3.7% | +4.8% | +1.3% |
| 3M | +7.1% | -7.0% | +14.1% | +7.5% |
| 6M | +16.2% | -29.5% | +45.7% | +20.3% |
| YTD | +22.0% | -52.6% | +74.6% | +32.3% |
| 1Y | +26.2% | -64.0% | +90.2% | +41.7% |
| All | +71.5% | -36.8% | +108.3% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling