+245.3%
ET vs RJF
+106.2%
+139.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | +15.6% | +16.3% | -0.7% | +9.2% |
| 6M | +20.6% | +16.9% | +3.7% | +13.3% |
| YTD | +38.5% | +10.4% | +28.1% | +32.1% |
| 1Y | +35.7% | +7.4% | +28.3% | +30.4% |
| 3Y | +98.4% | +72.2% | +26.1% | +56.3% |
| 5Y | +245.3% | +105.1% | +140.2% | +139.2% |
| All | +245.3% | +106.2% | +139.1% | +139.2% |
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 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