+310.8%
EAT vs RJF
+326.9%
-16.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -4.0% | +3.6% | -7.6% | -6.2% |
| 30D | -2.9% | +7.2% | -10.1% | -7.2% |
| 3M | -16.9% | -6.5% | -10.4% | -13.7% |
| 6M | +57.0% | +10.3% | +46.7% | +45.4% |
| YTD | +38.2% | +6.5% | +31.7% | +30.4% |
| 1Y | +69.3% | +6.1% | +63.2% | +59.5% |
| 3Y | +483.0% | +74.9% | +408.1% | +284.9% |
| 5Y | +364.1% | +81.3% | +282.8% | +191.6% |
| All | +310.8% | +326.9% | -16.1% | +59.3% |
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