-68.4%
EL vs RJF
+106.2%
-174.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +13.7% | -2.0% | +15.7% | +14.8% |
| 3M | +14.5% | +16.3% | -1.8% | +4.8% |
| 6M | +7.4% | +16.9% | -9.5% | -2.1% |
| YTD | -4.7% | +10.4% | -15.1% | -10.8% |
| 1Y | +12.9% | +7.4% | +5.5% | +7.1% |
| 3Y | -32.2% | +72.2% | -104.5% | -52.7% |
| 5Y | -68.4% | +105.1% | -173.5% | -80.4% |
| All | -68.4% | +106.2% | -174.6% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling