+267.0%
RTX vs EWJ
+125.7%
+141.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +3.4% | +3.6% | -0.3% | +0.8% |
| 30D | +8.4% | -6.0% | +14.4% | +12.9% |
| 3M | -10.7% | -6.5% | -4.2% | -6.9% |
| 6M | +11.7% | -0.1% | +11.8% | +10.0% |
| YTD | +9.3% | +13.9% | -4.6% | -3.4% |
| 1Y | +13.3% | +13.1% | +0.2% | +0.6% |
| 3Y | +156.1% | +65.0% | +91.1% | +58.5% |
| 5Y | +148.5% | +47.0% | +101.5% | +71.5% |
| All | +267.0% | +125.7% | +141.3% | +73.3% |
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