+255.9%
EFV vs RJF
+1,724.7%
-1,468.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.0% | +1.8% | -0.8% | +0.3% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +9.6% | +18.0% | -8.4% | +2.6% |
| 6M | +14.0% | +17.0% | -2.9% | +6.9% |
| YTD | +18.5% | +11.1% | +7.3% | +12.7% |
| 1Y | +27.9% | +8.0% | +19.9% | +22.7% |
| 3Y | +92.4% | +73.3% | +19.2% | +50.0% |
| 5Y | +97.2% | +107.4% | -10.3% | +39.8% |
| 10Y | +163.0% | +428.5% | -265.5% | +21.3% |
| All | +255.9% | +1,724.7% | -1,468.8% | -16.2% |
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