+19,880.1%
ETN vs RJF
+48,514.8%
-28,634.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | +3.0% | -4.2% | +7.2% | +4.5% |
| 30D | -10.9% | -3.6% | -7.3% | -9.8% |
| 3M | +9.2% | +15.6% | -6.4% | +3.6% |
| 6M | +13.9% | +17.6% | -3.7% | +7.3% |
| YTD | +29.5% | +9.2% | +20.3% | +24.7% |
| 1Y | +14.2% | +5.5% | +8.7% | +11.1% |
| 3Y | +79.9% | +70.3% | +9.6% | +48.6% |
| 5Y | +175.7% | +106.0% | +69.6% | +111.5% |
| 10Y | +693.2% | +425.1% | +268.2% | +348.8% |
| All | +19,880.1% | +48,514.8% | -28,634.7% | +5,271.3% |
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