+398.6%
ZS vs EWJ
+93.5%
+305.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -1.3% |
| 7D | -3.1% | +0.3% | -3.4% | -3.4% |
| 30D | -7.2% | +0.8% | -8.0% | -7.9% |
| 3M | +30.5% | +7.5% | +23.0% | +21.3% |
| 6M | +7.0% | +15.6% | -8.6% | -7.9% |
| YTD | -26.8% | +22.7% | -49.6% | -41.3% |
| 1Y | -42.6% | +26.4% | -69.0% | -55.6% |
| 3Y | -0.3% | +72.5% | -72.8% | -44.9% |
| 5Y | -39.2% | +52.4% | -91.7% | -63.1% |
| All | +398.6% | +93.5% | +305.1% | +156.8% |
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