+113.5%
ENB vs RJF
+326.9%
-213.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.1% | +3.6% | -0.5% | +1.9% |
| 30D | +2.1% | +7.2% | -5.1% | -0.3% |
| 3M | -4.4% | -6.5% | +2.1% | -2.6% |
| 6M | -10.1% | +10.3% | -20.4% | -13.5% |
| YTD | +5.2% | +6.5% | -1.3% | +1.6% |
| 1Y | +4.2% | +6.1% | -1.9% | +0.7% |
| 3Y | +70.1% | +74.9% | -4.8% | +32.6% |
| 5Y | +59.4% | +81.3% | -21.9% | +18.8% |
| All | +113.5% | +326.9% | -213.4% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling