-62.8%
ZTS vs EWJ
+47.6%
-110.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -4.5% | -1.5% | -3.0% | -3.8% |
| 30D | -3.3% | +0.2% | -3.5% | -3.5% |
| 3M | -9.7% | +8.6% | -18.3% | -14.2% |
| 6M | -38.8% | +12.1% | -51.0% | -43.1% |
| YTD | -41.2% | +20.1% | -61.3% | -47.5% |
| 1Y | -50.3% | +25.2% | -75.5% | -56.7% |
| 3Y | -59.1% | +70.8% | -129.9% | -71.8% |
| 5Y | -62.8% | +49.2% | -111.9% | -73.2% |
| All | -62.8% | +47.6% | -110.4% | -73.2% |
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