+146.4%
ED vs RJF
+326.9%
-180.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.1% | +3.6% | -1.5% | +1.5% |
| 30D | +10.4% | +7.2% | +3.2% | +9.2% |
| 3M | +12.5% | -6.5% | +19.1% | +13.6% |
| 6M | +14.9% | +10.3% | +4.6% | +12.9% |
| YTD | +24.8% | +6.5% | +18.3% | +22.8% |
| 1Y | +23.8% | +6.1% | +17.7% | +21.8% |
| 3Y | +51.6% | +74.9% | -23.2% | +33.5% |
| 5Y | +86.4% | +81.3% | +5.1% | +59.9% |
| All | +146.4% | +326.9% | -180.6% | +78.6% |
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