+152.2%
EWJ vs RJF
+9,880.1%
-9,727.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +1.0% | -2.0% | +3.0% | +1.5% |
| 3M | +7.2% | +16.3% | -9.1% | +2.9% |
| 6M | +13.9% | +16.9% | -3.0% | +8.9% |
| YTD | +20.8% | +10.4% | +10.4% | +17.0% |
| 1Y | +26.4% | +7.4% | +19.0% | +23.1% |
| 3Y | +71.8% | +72.2% | -0.5% | +46.1% |
| 5Y | +49.9% | +105.1% | -55.2% | +19.8% |
| 10Y | +140.0% | +430.9% | -291.0% | +43.2% |
| All | +152.2% | +9,880.1% | -9,727.8% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling