+127.9%
EMB vs RJF
+901.6%
-773.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +1.5% | +5.3% | -3.8% | +1.2% |
| 3M | -1.6% | -6.8% | +5.3% | -1.2% |
| 6M | -1.5% | +11.4% | -12.9% | -2.3% |
| YTD | -0.1% | +5.5% | -5.6% | -0.6% |
| 1Y | +0.5% | +3.7% | -3.1% | +0.1% |
| 3Y | +30.2% | +73.4% | -43.2% | +24.9% |
| 5Y | +8.6% | +78.3% | -69.8% | +3.4% |
| 10Y | +36.9% | +328.4% | -291.6% | +22.3% |
| All | +127.9% | +901.6% | -773.7% | +88.4% |
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 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