-39.6%
ZS vs EWJ
+47.6%
-87.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -8.1% | -1.5% | -6.6% | -6.7% |
| 30D | -8.4% | +0.2% | -8.6% | -8.6% |
| 3M | +31.1% | +8.6% | +22.5% | +19.3% |
| 6M | +4.4% | +12.1% | -7.8% | -9.2% |
| YTD | -27.3% | +20.1% | -47.4% | -42.6% |
| 1Y | -41.4% | +25.2% | -66.5% | -56.4% |
| 3Y | +1.7% | +70.8% | -69.1% | -53.0% |
| 5Y | -39.6% | +49.2% | -88.8% | -68.5% |
| All | -39.6% | +47.6% | -87.2% | -68.5% |
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 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