+67.0%
EWZ vs RJF
+334.0%
-267.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -25.5% | +5.3% | -30.8% | -27.6% |
| 3M | -4.5% | -6.8% | +2.3% | -1.5% |
| 6M | -15.3% | +11.4% | -26.7% | -20.5% |
| YTD | +3.1% | +5.5% | -2.5% | -1.3% |
| 1Y | +1.2% | +3.7% | -2.5% | -2.4% |
| 3Y | +19.3% | +73.4% | -54.2% | -16.4% |
| 5Y | +52.3% | +78.3% | -26.1% | +0.1% |
| 10Y | +67.0% | +328.4% | -261.4% | -31.4% |
| All | +67.0% | +334.0% | -267.0% | -31.4% |
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