+173.8%
ET vs RJF
+429.3%
-255.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.5% |
| 30D | +2.9% | -4.3% | +7.1% | +4.7% |
| 3M | +16.8% | +15.7% | +1.1% | +8.9% |
| 6M | +18.9% | +17.8% | +1.1% | +9.4% |
| YTD | +37.7% | +9.2% | +28.5% | +30.3% |
| 1Y | +32.4% | +2.8% | +29.7% | +28.4% |
| 3Y | +99.5% | +69.5% | +30.0% | +49.4% |
| 5Y | +244.0% | +105.9% | +138.0% | +125.6% |
| All | +173.8% | +429.3% | -255.5% | -6.1% |
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