+128.5%
EEM vs RJF
+429.3%
-300.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.3% | -2.7% | +1.5% | -0.4% |
| 30D | +2.1% | -4.3% | +6.3% | +3.4% |
| 3M | +1.0% | +15.7% | -14.7% | -4.1% |
| 6M | +15.9% | +17.8% | -1.9% | +9.2% |
| YTD | +24.6% | +9.2% | +15.5% | +20.0% |
| 1Y | +32.3% | +2.8% | +29.5% | +29.7% |
| 3Y | +85.9% | +69.5% | +16.5% | +49.5% |
| 5Y | +45.4% | +105.9% | -60.6% | +5.9% |
| All | +128.5% | +429.3% | -300.8% | +19.2% |
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 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