-13.0%
EFX vs RJF
+69.1%
-82.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -11.1% | -4.2% | -7.0% | -9.5% |
| 30D | -7.4% | -3.6% | -3.8% | -6.0% |
| 3M | +1.5% | +15.6% | -14.2% | -4.4% |
| 6M | -13.7% | +17.6% | -31.3% | -19.5% |
| YTD | -21.9% | +9.2% | -31.1% | -25.3% |
| 1Y | -30.8% | +5.5% | -36.3% | -33.0% |
| All | -13.0% | +69.1% | -82.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling