+54.1%
ZM vs EWJ
+108.6%
-54.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.0% |
| 7D | -5.7% | +0.3% | -6.0% | -5.8% |
| 30D | -9.1% | +0.8% | -9.9% | -9.4% |
| 3M | +3.5% | +7.5% | -4.0% | -0.7% |
| 6M | +25.7% | +15.6% | +10.1% | +15.4% |
| YTD | +10.8% | +22.7% | -12.0% | -1.8% |
| 1Y | +12.8% | +26.4% | -13.7% | -1.8% |
| 3Y | +33.1% | +72.5% | -39.4% | -4.1% |
| 5Y | -68.3% | +52.4% | -120.8% | -78.1% |
| All | +54.1% | +108.6% | -54.4% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling