+120.6%
EWJ vs Z
+7.8%
+112.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +4.0% | +0.8% | +3.1% | +3.9% |
| 30D | -4.3% | +5.2% | -9.4% | -5.0% |
| 3M | -6.8% | -17.0% | +10.2% | -5.2% |
| 6M | -0.9% | -22.7% | +21.8% | +1.3% |
| YTD | +14.3% | -56.3% | +70.6% | +24.2% |
| 1Y | +15.3% | -57.7% | +73.0% | +25.7% |
| 3Y | +65.6% | -16.5% | +82.2% | +63.0% |
| 5Y | +47.5% | -53.4% | +100.9% | +50.3% |
| 10Y | +126.2% | -15.9% | +142.1% | +93.3% |
| All | +120.6% | +7.8% | +112.9% | +75.3% |
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