+23.7%
ESTC vs RJF
+213.6%
-189.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -3.3% | -0.3% | -3.1% | -3.1% |
| 30D | +13.4% | -2.0% | +15.5% | +14.9% |
| 3M | +41.3% | +16.3% | +25.0% | +31.0% |
| 6M | +62.6% | +16.9% | +45.7% | +49.7% |
| YTD | +14.8% | +10.4% | +4.3% | +8.5% |
| 1Y | -5.1% | +7.4% | -12.5% | -9.2% |
| 3Y | +11.2% | +72.2% | -61.1% | -16.6% |
| 5Y | -47.0% | +105.1% | -152.1% | -63.0% |
| All | +23.7% | +213.6% | -189.9% | -30.2% |
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