+105.0%
ED vs RJF
+429.5%
-324.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.9% | -4.2% | +2.3% | -1.2% |
| 30D | +0.1% | -3.6% | +3.7% | +0.6% |
| 3M | 0.0% | +15.6% | -15.6% | -2.3% |
| 6M | -2.5% | +17.6% | -20.1% | -5.1% |
| YTD | +10.1% | +9.2% | +0.9% | +8.1% |
| 1Y | +13.6% | +5.5% | +8.1% | +12.0% |
| 3Y | +32.4% | +70.3% | -37.9% | +17.9% |
| 5Y | +69.9% | +106.0% | -36.2% | +43.0% |
| All | +105.0% | +429.5% | -324.5% | +56.0% |
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