+205.7%
ZTS vs EWJ
+195.1%
+10.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.6% | +4.0% | +1.6% | +3.3% |
| 30D | +12.1% | -4.3% | +16.3% | +14.9% |
| 3M | +11.3% | -6.8% | +18.1% | +15.6% |
| 6M | +14.3% | -0.9% | +15.2% | +13.7% |
| YTD | -31.9% | +14.3% | -46.1% | -37.9% |
| 1Y | -29.3% | +15.3% | -44.6% | -35.9% |
| 3Y | -48.0% | +65.6% | -113.7% | -63.0% |
| 5Y | -58.9% | +47.5% | -106.3% | -68.8% |
| 10Y | +81.7% | +126.2% | -44.5% | +8.1% |
| All | +205.7% | +195.1% | +10.6% | +74.5% |
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