+303.5%
EWY vs RJF
+429.3%
-125.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -2.7% | +2.6% | +0.9% |
| 30D | +7.3% | -4.3% | +11.6% | +8.9% |
| 3M | -5.1% | +15.7% | -20.9% | -10.9% |
| 6M | +42.1% | +17.8% | +24.2% | +32.5% |
| YTD | +94.1% | +9.2% | +84.9% | +85.8% |
| 1Y | +147.8% | +2.8% | +145.1% | +142.1% |
| 3Y | +222.9% | +69.5% | +153.5% | +153.2% |
| 5Y | +150.6% | +105.9% | +44.7% | +76.6% |
| All | +303.5% | +429.3% | -125.8% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling