+33.7%
EAT vs RJF
+5.1%
+28.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.7% | -2.7% | -5.0% | -6.7% |
| 30D | -13.6% | -4.3% | -9.3% | -12.2% |
| 3M | +33.9% | +15.7% | +18.1% | +26.0% |
| 6M | +47.2% | +17.8% | +29.4% | +36.8% |
| YTD | +48.1% | +9.2% | +38.9% | +43.3% |
| 1Y | +33.7% | +2.8% | +30.9% | +28.4% |
| All | +33.7% | +5.1% | +28.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling