+195.6%
EQT vs RJF
+104.1%
+91.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | -1.2% | -4.2% | +3.0% | +0.9% |
| 30D | +1.1% | -3.6% | +4.7% | +2.7% |
| 3M | +4.8% | +15.6% | -10.8% | -3.1% |
| 6M | -10.6% | +17.6% | -28.2% | -18.5% |
| YTD | +3.4% | +9.2% | -5.8% | -3.0% |
| 1Y | +8.7% | +5.5% | +3.2% | +3.5% |
| 3Y | +35.0% | +70.3% | -35.4% | -5.5% |
| All | +195.6% | +104.1% | +91.4% | +70.4% |
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