+151.1%
ETR vs RJF
+81.1%
+70.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.2% | +3.6% | -2.4% | +0.5% |
| 30D | +7.0% | +7.2% | -0.2% | +5.6% |
| 3M | +4.6% | -6.5% | +11.1% | +5.8% |
| 6M | +0.1% | +10.3% | -10.2% | -2.0% |
| YTD | +23.2% | +6.5% | +16.7% | +20.8% |
| 1Y | +20.6% | +6.1% | +14.5% | +18.3% |
| 3Y | +156.3% | +74.9% | +81.4% | +124.0% |
| All | +151.1% | +81.1% | +70.0% | +112.9% |
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