+349.8%
EWZ vs RJF
+3,005.3%
-2,655.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -1.5% | +3.6% | -5.0% | -3.2% |
| 30D | -24.5% | +3.5% | -28.1% | -25.9% |
| 3M | -10.7% | -8.9% | -1.8% | -7.1% |
| 6M | -19.1% | +2.9% | -22.0% | -20.8% |
| YTD | +1.6% | +2.8% | -1.2% | -1.2% |
| 1Y | +4.3% | +2.7% | +1.6% | +1.3% |
| 3Y | +19.0% | +69.3% | -50.3% | -12.0% |
| 5Y | +57.7% | +75.0% | -17.4% | +10.9% |
| 10Y | +51.3% | +378.5% | -327.2% | -36.8% |
| All | +349.8% | +3,005.3% | -2,655.5% | -22.4% |
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 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