+55.0%
EWZ vs RJF
+106.8%
-51.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.2% |
| 7D | +6.5% | -0.6% | +7.1% | +6.7% |
| 30D | +4.8% | -1.3% | +6.1% | +5.2% |
| 3M | +9.9% | +18.9% | -9.0% | +3.5% |
| 6M | +1.9% | +15.0% | -13.1% | -3.1% |
| YTD | +20.3% | +12.2% | +8.1% | +14.9% |
| 1Y | +35.6% | +5.6% | +30.0% | +31.9% |
| 3Y | +43.4% | +74.9% | -31.4% | +13.3% |
| All | +55.0% | +106.8% | -51.8% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling