+212.8%
EWY vs RJF
+69.1%
+143.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | +1.2% | -4.2% | +5.4% | +2.3% |
| 30D | +9.3% | -3.6% | +12.9% | +10.2% |
| 3M | +2.4% | +15.6% | -13.2% | -2.0% |
| 6M | +40.3% | +17.6% | +22.7% | +33.4% |
| YTD | +88.0% | +9.2% | +78.8% | +82.1% |
| 1Y | +143.8% | +5.5% | +138.3% | +138.0% |
| All | +212.8% | +69.1% | +143.7% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling