+273.7%
ZETA vs EWJ
+70.3%
+203.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.9% |
| 30D | +10.5% | +1.0% | +9.5% | +9.5% |
| 3M | +44.3% | +7.2% | +37.1% | +33.4% |
| 6M | +59.4% | +13.9% | +45.6% | +37.5% |
| YTD | +49.5% | +20.8% | +28.7% | +19.0% |
| 1Y | +62.7% | +26.4% | +36.3% | +23.5% |
| All | +273.7% | +70.3% | +203.4% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling