+174.6%
ZTS vs EWJ
+216.1%
-41.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -3.3% |
| 30D | +1.9% | +3.3% | -1.4% | -0.1% |
| 3M | -4.0% | +5.0% | -9.0% | -7.4% |
| 6M | -39.1% | +11.5% | -50.7% | -43.5% |
| YTD | -38.8% | +22.4% | -61.2% | -46.3% |
| 1Y | -49.6% | +30.2% | -79.8% | -57.4% |
| 3Y | -59.0% | +72.8% | -131.8% | -71.4% |
| 5Y | -61.8% | +54.1% | -115.9% | -71.7% |
| 10Y | +61.4% | +140.6% | -79.2% | -7.3% |
| All | +174.6% | +216.1% | -41.4% | +51.0% |
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