+190.4%
ETN vs RJF
+104.0%
+86.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -2.7% | +6.2% | +5.0% |
| 30D | -7.5% | -4.3% | -3.3% | -5.6% |
| 3M | +8.3% | +15.7% | -7.4% | 0.0% |
| 6M | +20.2% | +17.8% | +2.4% | +9.6% |
| YTD | +34.7% | +9.2% | +25.5% | +27.0% |
| 1Y | +19.4% | +2.8% | +16.7% | +16.1% |
| 3Y | +85.5% | +69.5% | +16.1% | +38.4% |
| All | +190.4% | +104.0% | +86.4% | +93.2% |
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