+6,258.3%
EFX vs RJF
+49,360.8%
-43,102.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -7.8% | +1.8% | -9.6% | -8.3% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +2.5% | +18.0% | -15.5% | -2.4% |
| 6M | -16.7% | +17.0% | -33.6% | -20.6% |
| YTD | -20.2% | +11.1% | -31.3% | -22.9% |
| 1Y | -31.4% | +8.0% | -39.3% | -33.2% |
| 3Y | -10.5% | +73.3% | -83.8% | -25.1% |
| 5Y | -35.2% | +107.4% | -142.6% | -49.0% |
| 10Y | +40.2% | +428.5% | -388.3% | -18.8% |
| All | +6,258.3% | +49,360.8% | -43,102.5% | +1,204.8% |
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