+136.3%
EWJ vs Z
+25.1%
+111.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +2.5% | -3.0% | +5.5% | +2.9% |
| 30D | +3.3% | -4.2% | +7.5% | +3.6% |
| 3M | +5.0% | -3.7% | +8.7% | +5.0% |
| 6M | +11.5% | -24.5% | +36.0% | +14.5% |
| YTD | +22.4% | -49.3% | +71.7% | +31.3% |
| 1Y | +30.2% | -58.7% | +88.9% | +42.7% |
| 3Y | +72.8% | -34.1% | +107.0% | +75.4% |
| 5Y | +54.1% | -64.5% | +118.7% | +61.0% |
| 10Y | +140.6% | -0.5% | +141.1% | +102.1% |
| All | +136.3% | +25.1% | +111.2% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling