+360.5%
BE vs RJF
+7.8%
+352.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +8.4% |
| 7D | +20.0% | -0.6% | +20.6% | +20.3% |
| 30D | +7.9% | -1.3% | +9.2% | +8.7% |
| 3M | -13.2% | +18.9% | -32.1% | -25.0% |
| 6M | +53.5% | +15.0% | +38.4% | +36.1% |
| YTD | +191.0% | +12.2% | +178.8% | +157.1% |
| 1Y | +360.5% | +5.6% | +354.9% | +311.9% |
| All | +360.5% | +7.8% | +352.7% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling