-58.7%
ZTS vs EWJ
+47.4%
-106.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.6% | +4.0% | +1.6% | +3.5% |
| 30D | +12.1% | -4.3% | +16.3% | +14.5% |
| 3M | +11.3% | -6.8% | +18.1% | +15.0% |
| 6M | +14.3% | -0.9% | +15.2% | +13.7% |
| YTD | -31.9% | +14.3% | -46.1% | -37.8% |
| 1Y | -29.3% | +15.3% | -44.6% | -35.7% |
| 3Y | -48.0% | +65.6% | -113.7% | -64.0% |
| All | -58.7% | +47.4% | -106.1% | -70.3% |
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 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