+50.4%
EWJ vs RJF
+104.0%
-53.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | +0.8% | -4.3% | +5.0% | +2.0% |
| 3M | +7.5% | +15.7% | -8.2% | +2.9% |
| 6M | +15.6% | +17.8% | -2.2% | +9.9% |
| YTD | +22.7% | +9.2% | +13.6% | +18.8% |
| 1Y | +26.4% | +2.8% | +23.6% | +24.4% |
| 3Y | +72.5% | +69.5% | +3.1% | +44.6% |
| All | +50.4% | +104.0% | -53.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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