+138.4%
BTG vs RJF
+429.3%
-290.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.8% | -2.7% | -1.0% | -3.6% |
| 30D | +3.6% | -4.3% | +7.9% | +4.0% |
| 3M | +32.0% | +15.7% | +16.3% | +30.6% |
| 6M | +3.4% | +17.8% | -14.4% | +2.1% |
| YTD | +20.8% | +9.2% | +11.6% | +19.8% |
| 1Y | +22.4% | +2.8% | +19.6% | +21.9% |
| 3Y | +91.7% | +69.5% | +22.3% | +84.9% |
| 5Y | +79.0% | +105.9% | -26.9% | +72.3% |
| All | +138.4% | +429.3% | -290.8% | +156.5% |
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