-68.3%
ZM vs EWJ
+47.6%
-115.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.3% |
| 7D | -2.7% | -1.5% | -1.2% | -1.6% |
| 30D | -10.0% | +0.2% | -10.2% | -10.1% |
| 3M | +1.6% | +8.6% | -7.0% | -5.7% |
| 6M | +25.0% | +12.1% | +12.8% | +11.9% |
| YTD | +10.6% | +20.1% | -9.5% | -7.4% |
| 1Y | +14.0% | +25.2% | -11.2% | -8.6% |
| 3Y | +32.5% | +70.8% | -38.3% | -27.9% |
| 5Y | -68.3% | +49.2% | -117.5% | -83.1% |
| All | -68.3% | +47.6% | -115.9% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling