+4,316.7%
ETR vs RJF
+49,848.3%
-45,531.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +1.0% | -1.3% | +2.2% | +1.1% |
| 3M | -1.3% | +18.9% | -20.1% | -3.9% |
| 6M | +1.9% | +15.0% | -13.1% | -0.5% |
| YTD | +18.2% | +12.2% | +5.9% | +15.6% |
| 1Y | +24.7% | +5.6% | +19.0% | +23.0% |
| 3Y | +150.7% | +74.9% | +75.8% | +128.1% |
| 5Y | +127.0% | +106.6% | +20.4% | +99.5% |
| 10Y | +295.5% | +433.1% | -137.6% | +198.4% |
| All | +4,316.7% | +49,848.3% | -45,531.6% | +2,074.3% |
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