+256.9%
BN vs RJF
+429.5%
-172.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -5.9% | -4.2% | -1.7% | -3.5% |
| 30D | -15.1% | -3.6% | -11.5% | -13.2% |
| 3M | -14.6% | +15.6% | -30.2% | -21.8% |
| 6M | -8.4% | +17.6% | -26.0% | -17.1% |
| YTD | -16.8% | +9.2% | -26.0% | -21.6% |
| 1Y | -14.4% | +5.5% | -19.9% | -17.8% |
| 3Y | +70.1% | +70.3% | -0.2% | +22.8% |
| 5Y | +33.5% | +106.0% | -72.5% | -14.7% |
| All | +256.9% | +429.5% | -172.6% | +48.7% |
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 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