+911.5%
BE vs RJF
+214.0%
+697.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +8.4% |
| 7D | +20.0% | -0.6% | +20.6% | +20.4% |
| 30D | +7.9% | -1.3% | +9.2% | +8.7% |
| 3M | -13.2% | +18.9% | -32.1% | -23.9% |
| 6M | +53.5% | +15.0% | +38.4% | +38.3% |
| YTD | +191.0% | +12.2% | +178.8% | +165.9% |
| 1Y | +360.5% | +5.6% | +354.9% | +339.1% |
| 3Y | +1,568.0% | +74.9% | +1,493.1% | +1,041.2% |
| 5Y | +1,055.2% | +106.6% | +948.5% | +620.2% |
| All | +911.5% | +214.0% | +697.4% | +405.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling