+210.3%
RSP vs EWJ
+125.7%
+84.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | +1.8% | +3.6% | -1.9% | -0.9% |
| 30D | +3.5% | -6.0% | +9.5% | +8.1% |
| 3M | +0.2% | -6.5% | +6.7% | +4.9% |
| 6M | +9.1% | -0.1% | +9.2% | +7.9% |
| YTD | +16.6% | +13.9% | +2.7% | +3.1% |
| 1Y | +17.9% | +13.1% | +4.8% | +4.7% |
| 3Y | +64.6% | +65.0% | -0.4% | +3.2% |
| 5Y | +48.4% | +47.0% | +1.4% | +2.9% |
| All | +210.3% | +125.7% | +84.7% | +48.5% |
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