+4,094.6%
RTX vs EWJ
+139.6%
+3,954.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +4.8% | +4.0% | +0.8% | +2.7% |
| 30D | +6.5% | -4.3% | +10.8% | +8.8% |
| 3M | -9.6% | -6.8% | -2.8% | -6.6% |
| 6M | +12.3% | -0.9% | +13.2% | +11.8% |
| YTD | +9.5% | +14.3% | -4.8% | +0.6% |
| 1Y | +15.8% | +15.3% | +0.5% | +6.0% |
| 3Y | +157.0% | +65.6% | +91.4% | +90.6% |
| 5Y | +148.8% | +47.5% | +101.3% | +94.9% |
| 10Y | +264.0% | +126.2% | +137.8% | +134.0% |
| All | +4,094.6% | +139.6% | +3,954.9% | +2,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling