+84.4%
ET vs RJF
+75.2%
+9.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +3.0% | +1.5% | +1.5% | +2.6% |
| 30D | -3.5% | +6.7% | -10.2% | -5.4% |
| 3M | -5.6% | -7.3% | +1.7% | -3.6% |
| 6M | +0.5% | +9.8% | -9.2% | -2.8% |
| YTD | +26.3% | +5.6% | +20.7% | +22.7% |
| 1Y | +25.7% | +2.3% | +23.4% | +23.5% |
| All | +84.4% | +75.2% | +9.2% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling