+140.0%
EWJ vs RBA
+189.2%
-49.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | +1.0% | -13.0% | +14.0% | +3.5% |
| 3M | +7.2% | -23.1% | +30.3% | +11.9% |
| 6M | +13.9% | -22.6% | +36.5% | +18.5% |
| YTD | +20.8% | -20.4% | +41.2% | +24.7% |
| 1Y | +26.4% | -29.6% | +56.0% | +33.4% |
| 3Y | +71.8% | +26.6% | +45.2% | +60.7% |
| 5Y | +49.9% | +38.2% | +11.7% | +35.3% |
| 10Y | +140.0% | +194.7% | -54.8% | +76.4% |
| All | +140.0% | +189.2% | -49.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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