+252.6%
ZETA vs EWJ
+60.9%
+191.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.5% |
| 7D | +2.7% | +2.5% | +0.1% | -0.1% |
| 30D | +15.8% | +3.3% | +12.5% | +11.8% |
| 3M | +35.4% | +5.0% | +30.4% | +26.9% |
| 6M | +67.1% | +11.5% | +55.6% | +44.7% |
| YTD | +54.1% | +22.4% | +31.7% | +17.9% |
| 1Y | +67.8% | +30.2% | +37.6% | +19.3% |
| 3Y | +311.4% | +72.8% | +238.6% | +104.1% |
| 5Y | +324.8% | +54.1% | +270.7% | +115.2% |
| All | +252.6% | +60.9% | +191.8% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling