+393.0%
EFA vs RJF
+2,857.3%
-2,464.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | +1.2% | +1.8% | -0.6% | +0.5% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | +6.4% | +18.0% | -11.6% | -0.1% |
| 6M | +11.4% | +17.0% | -5.6% | +4.7% |
| YTD | +14.0% | +11.1% | +2.9% | +8.8% |
| 1Y | +20.2% | +8.0% | +12.3% | +15.6% |
| 3Y | +68.2% | +73.3% | -5.1% | +33.2% |
| 5Y | +54.8% | +107.4% | -52.6% | +12.3% |
| 10Y | +142.4% | +428.5% | -286.1% | +16.6% |
| All | +393.0% | +2,857.3% | -2,464.2% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling