+1,683.3%
BE vs RJF
+71.0%
+1,612.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.3% |
| 7D | +23.9% | -0.3% | +24.2% | +24.1% |
| 30D | +27.8% | -2.0% | +29.9% | +29.7% |
| 3M | +3.7% | +16.3% | -12.6% | -10.6% |
| 6M | +78.0% | +16.9% | +61.0% | +52.6% |
| YTD | +209.9% | +10.4% | +199.5% | +178.0% |
| 1Y | +389.6% | +7.4% | +382.2% | +350.1% |
| All | +1,683.3% | +71.0% | +1,612.3% | +957.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling