+312.6%
EAT vs RJF
+106.2%
+206.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -6.8% | -0.3% | -6.5% | -6.7% |
| 30D | -5.4% | -2.0% | -3.4% | -4.4% |
| 3M | +42.8% | +16.3% | +26.4% | +29.5% |
| 6M | +56.5% | +16.9% | +39.6% | +41.0% |
| YTD | +50.0% | +10.4% | +39.6% | +39.6% |
| 1Y | +38.3% | +7.4% | +30.9% | +30.3% |
| 3Y | +591.6% | +72.2% | +519.4% | +374.3% |
| 5Y | +312.6% | +105.1% | +207.5% | +131.2% |
| All | +312.6% | +106.2% | +206.5% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling