+209.8%
RSP vs EWJ
+138.2%
+71.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | -1.8% | +1.0% | -2.8% | -2.5% |
| 30D | -2.5% | +1.0% | -3.5% | -3.3% |
| 3M | +3.0% | +7.2% | -4.2% | -2.9% |
| 6M | +8.9% | +13.9% | -5.0% | -2.6% |
| YTD | +13.0% | +20.8% | -7.8% | -4.0% |
| 1Y | +16.2% | +26.4% | -10.1% | -5.0% |
| 3Y | +52.7% | +71.8% | -19.1% | -6.4% |
| 5Y | +50.5% | +49.9% | +0.6% | +4.0% |
| 10Y | +209.8% | +140.0% | +69.9% | +41.0% |
| All | +209.8% | +138.2% | +71.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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