+87.7%
BEN vs RJF
+76.6%
+11.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +6.8% | +3.6% | +3.2% | +4.6% |
| 30D | +18.0% | +7.2% | +10.7% | +13.3% |
| 3M | +7.5% | -6.5% | +14.0% | +11.6% |
| 6M | +14.7% | +10.3% | +4.4% | +7.8% |
| YTD | +56.1% | +6.5% | +49.6% | +48.4% |
| 1Y | +69.6% | +6.1% | +63.5% | +61.4% |
| 3Y | +87.7% | +74.9% | +12.8% | +22.7% |
| All | +87.7% | +76.6% | +11.1% | +22.7% |
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 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