+39.7%
EFX vs RJF
+429.3%
-389.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.5% | -2.7% | -1.8% | -3.5% |
| 30D | -6.1% | -4.3% | -1.8% | -4.4% |
| 3M | +6.2% | +15.7% | -9.5% | +0.1% |
| 6M | -11.2% | +17.8% | -29.0% | -17.1% |
| YTD | -21.4% | +9.2% | -30.6% | -24.6% |
| 1Y | -34.3% | +2.8% | -37.1% | -35.6% |
| 3Y | -12.5% | +69.5% | -82.0% | -31.3% |
| 5Y | -35.6% | +105.9% | -141.5% | -53.9% |
| All | +39.7% | +429.3% | -389.6% | -22.1% |
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