+0.6%
ZS vs EWJ
+70.3%
-69.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +3.1% |
| 7D | -3.8% | +1.0% | -4.8% | -4.4% |
| 30D | -6.0% | +1.0% | -7.0% | -6.6% |
| 3M | +32.0% | +7.2% | +24.8% | +25.8% |
| 6M | +2.1% | +13.9% | -11.7% | -6.9% |
| YTD | -26.2% | +20.8% | -46.9% | -36.4% |
| 1Y | -41.2% | +26.4% | -67.5% | -51.5% |
| All | +0.6% | +70.3% | -69.6% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling