+55.3%
BE vs RJF
+7.8%
+47.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.3% | -10.7% | -9.1% |
| 7D | -12.1% | +7.2% | -19.3% | -16.3% |
| 30D | -30.1% | +4.9% | -35.0% | -32.4% |
| 3M | -12.1% | -5.5% | -6.6% | -7.9% |
| 6M | -30.6% | +8.0% | -38.5% | -36.4% |
| YTD | +130.6% | +6.2% | +124.5% | +92.2% |
| 1Y | +55.3% | +7.8% | +47.5% | +22.9% |
| All | +55.3% | +7.8% | +47.5% | +22.9% |
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