+62,321.4%
EME vs RJF
+14,843.3%
+47,478.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +5.2% | +1.8% | +3.4% | +4.3% |
| 30D | -5.4% | 0.0% | -5.3% | -5.5% |
| 3M | -6.1% | +18.0% | -24.1% | -12.9% |
| 6M | +9.7% | +17.0% | -7.3% | +2.0% |
| YTD | +26.6% | +11.1% | +15.5% | +19.7% |
| 1Y | +24.6% | +8.0% | +16.7% | +19.1% |
| 3Y | +249.6% | +73.3% | +176.3% | +173.4% |
| 5Y | +556.6% | +107.4% | +449.1% | +366.0% |
| 10Y | +1,286.6% | +428.5% | +858.1% | +552.7% |
| All | +62,321.4% | +14,843.3% | +47,478.2% | +11,962.6% |
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