+55.5%
ZM vs EWJ
+107.3%
-51.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +1.6% | +2.9% | -1.3% | +0.2% |
| 30D | -7.7% | +1.1% | -8.8% | -8.2% |
| 3M | -4.7% | +7.1% | -11.8% | -8.4% |
| 6M | +24.4% | +16.2% | +8.3% | +13.9% |
| YTD | +11.8% | +22.0% | -10.2% | -0.6% |
| 1Y | +13.4% | +26.2% | -12.9% | -1.3% |
| 3Y | +33.8% | +73.5% | -39.6% | -3.9% |
| 5Y | -67.2% | +52.7% | -119.8% | -77.2% |
| All | +55.5% | +107.3% | -51.7% | +18.4% |
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