+45.4%
ZETA vs EWJ
+26.9%
+18.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | +5.7% | +0.8% | +4.9% | +5.2% |
| 3M | +50.4% | +7.5% | +42.9% | +42.2% |
| 6M | +65.5% | +15.6% | +49.9% | +45.6% |
| YTD | +48.3% | +22.7% | +25.6% | +15.1% |
| 1Y | +45.4% | +26.4% | +19.0% | +8.5% |
| All | +45.4% | +26.9% | +18.4% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling