+263.8%
EWJ vs ZBH
+274.1%
-10.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +1.0% | -4.9% | +5.9% | +2.4% |
| 30D | +1.0% | -3.2% | +4.2% | +1.8% |
| 3M | +7.2% | +5.8% | +1.4% | +5.0% |
| 6M | +13.9% | +2.0% | +11.9% | +12.3% |
| YTD | +20.8% | +5.8% | +15.0% | +17.7% |
| 1Y | +26.4% | -7.9% | +34.3% | +27.2% |
| 3Y | +71.8% | -19.4% | +91.1% | +76.9% |
| 5Y | +49.9% | -29.5% | +79.4% | +57.9% |
| 10Y | +140.0% | -15.5% | +155.5% | +127.4% |
| All | +263.8% | +274.1% | -10.3% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling