+55.7%
ZTS vs EWJ
+144.4%
-88.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -0.8% | +0.8% | -1.6% | -1.4% |
| 3M | -9.7% | +7.5% | -17.2% | -14.6% |
| 6M | -38.4% | +15.6% | -54.0% | -44.7% |
| YTD | -41.1% | +22.7% | -63.8% | -49.4% |
| 1Y | -50.6% | +26.4% | -77.0% | -58.5% |
| 3Y | -59.1% | +72.5% | -131.7% | -73.5% |
| 5Y | -62.7% | +52.4% | -115.2% | -73.5% |
| All | +55.7% | +144.4% | -88.7% | -22.7% |
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