+11.8%
ZETA vs EWJ
+1.3%
+10.5%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -2.4% | +2.9% | -5.3% | -5.5% |
| All | +11.8% | +1.3% | +10.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1mo: compounded portfolio wealth divided by compounded EWJ 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…
1mo analysis · Full analysis span regression · Available span rolling