+48.4%
RSP vs EWJ
+47.7%
+0.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.8% | +3.6% | -1.9% | -0.3% |
| 30D | +3.5% | -6.0% | +9.5% | +7.1% |
| 3M | +0.2% | -6.5% | +6.7% | +3.9% |
| 6M | +9.1% | -0.1% | +9.2% | +8.3% |
| YTD | +16.6% | +13.9% | +2.7% | +5.8% |
| 1Y | +17.9% | +13.1% | +4.8% | +7.4% |
| 3Y | +64.6% | +65.0% | -0.4% | +12.0% |
| 5Y | +48.4% | +47.0% | +1.4% | +10.1% |
| All | +48.4% | +47.7% | +0.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling