+1,244.2%
EWY vs RJF
+4,255.4%
-3,011.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | +8.0% | +1.8% | +6.3% | +7.2% |
| 30D | +14.3% | 0.0% | +14.3% | +14.1% |
| 3M | +2.3% | +18.0% | -15.7% | -5.5% |
| 6M | +49.9% | +17.0% | +32.9% | +38.8% |
| YTD | +95.3% | +11.1% | +84.2% | +84.3% |
| 1Y | +161.7% | +8.0% | +153.8% | +149.2% |
| 3Y | +230.2% | +73.3% | +156.9% | +149.6% |
| 5Y | +148.1% | +107.4% | +40.7% | +68.3% |
| 10Y | +293.2% | +428.5% | -135.3% | +63.6% |
| All | +1,244.2% | +4,255.4% | -3,011.3% | +69.9% |
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