+72.5%
EWJ vs ZBH
-20.7%
+93.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | +0.3% | -4.7% | +5.0% | +0.9% |
| 30D | +0.8% | -4.5% | +5.3% | +1.3% |
| 3M | +7.5% | +7.6% | -0.1% | +6.1% |
| 6M | +15.6% | +0.3% | +15.3% | +15.1% |
| YTD | +22.7% | +4.5% | +18.2% | +21.3% |
| 1Y | +26.4% | -9.4% | +35.8% | +27.3% |
| 3Y | +72.5% | -21.5% | +94.0% | +80.3% |
| All | +72.5% | -20.7% | +93.2% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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