-42.6%
ZS vs EWJ
+26.9%
-69.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -7.2% | +0.8% | -8.0% | -7.4% |
| 3M | +30.5% | +7.5% | +23.0% | +29.7% |
| 6M | +7.0% | +15.6% | -8.6% | +5.7% |
| YTD | -26.8% | +22.7% | -49.6% | -28.2% |
| 1Y | -42.6% | +26.4% | -69.0% | -43.5% |
| All | -42.6% | +26.9% | -69.5% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling