+1,227.8%
BE vs RJF
+106.2%
+1,121.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 6M | +78.0% | +16.9% | +61.0% | +53.3% |
| YTD | +209.9% | +10.4% | +199.5% | +179.4% |
| 1Y | +389.6% | +7.4% | +382.2% | +352.8% |
| 3Y | +1,730.6% | +72.2% | +1,658.4% | +1,023.5% |
| 5Y | +1,227.8% | +105.1% | +1,122.7% | +588.7% |
| All | +1,227.8% | +106.2% | +1,121.6% | +588.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling