+1,459.4%
ET vs RJF
+1,175.8%
+283.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.4% | +1.8% | -1.3% | -0.2% |
| 30D | +6.9% | 0.0% | +6.9% | +6.8% |
| 3M | +13.1% | +18.0% | -4.9% | +6.4% |
| 6M | +18.7% | +17.0% | +1.8% | +11.6% |
| YTD | +37.4% | +11.1% | +26.3% | +31.0% |
| 1Y | +34.8% | +8.0% | +26.9% | +29.4% |
| 3Y | +96.8% | +73.3% | +23.5% | +57.9% |
| 5Y | +238.2% | +107.4% | +130.8% | +150.1% |
| 10Y | +159.4% | +428.5% | -269.1% | +37.6% |
| All | +1,459.4% | +1,175.8% | +283.6% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling