+934.0%
BE vs RJF
+205.6%
+728.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.2% |
| 7D | +9.7% | -4.2% | +13.9% | +12.9% |
| 30D | +22.4% | -3.6% | +26.0% | +25.3% |
| 3M | +10.4% | +15.6% | -5.3% | -1.4% |
| 6M | +67.9% | +17.6% | +50.3% | +48.6% |
| YTD | +197.5% | +9.2% | +188.3% | +176.9% |
| 1Y | +310.6% | +5.5% | +305.0% | +292.1% |
| 3Y | +1,657.2% | +70.3% | +1,586.9% | +1,125.2% |
| 5Y | +1,218.2% | +106.0% | +1,112.1% | +725.6% |
| All | +934.0% | +205.6% | +728.3% | +425.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling