+290.2%
BN vs RJF
+326.9%
-36.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -1.0% | +3.6% | -4.6% | -3.1% |
| 30D | +14.0% | +7.2% | +6.7% | +9.4% |
| 3M | -9.0% | -6.5% | -2.5% | -5.3% |
| 6M | -8.8% | +10.3% | -19.1% | -14.4% |
| YTD | -10.3% | +6.5% | -16.8% | -14.3% |
| 1Y | -5.8% | +6.1% | -11.9% | -9.9% |
| 3Y | +94.8% | +74.9% | +19.9% | +37.6% |
| 5Y | +31.5% | +81.3% | -49.9% | -10.4% |
| All | +290.2% | +326.9% | -36.7% | +68.2% |
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