+100.7%
ET vs RJF
+71.0%
+29.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +5.3% | -2.0% | +7.3% | +5.8% |
| 3M | +15.6% | +16.3% | -0.7% | +10.2% |
| 6M | +20.6% | +16.9% | +3.7% | +14.4% |
| YTD | +38.5% | +10.4% | +28.1% | +33.0% |
| 1Y | +35.7% | +7.4% | +28.3% | +31.3% |
| All | +100.7% | +71.0% | +29.7% | +68.8% |
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