+390.7%
ZS vs EWJ
+92.4%
+298.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.3% |
| 7D | -9.2% | +2.9% | -12.1% | -11.5% |
| 30D | -4.0% | +1.1% | -5.1% | -5.0% |
| 3M | +25.3% | +7.1% | +18.2% | +16.8% |
| 6M | -1.3% | +16.2% | -17.5% | -15.5% |
| YTD | -28.0% | +22.0% | -50.0% | -41.9% |
| 1Y | -42.5% | +26.2% | -68.7% | -55.4% |
| 3Y | +0.7% | +73.5% | -72.7% | -44.6% |
| 5Y | -42.3% | +52.7% | -95.0% | -65.0% |
| All | +390.7% | +92.4% | +298.4% | +154.3% |
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 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