+424.6%
ETSY vs RJF
+429.3%
-4.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -3.7% |
| 30D | -8.6% | -4.3% | -4.4% | -6.8% |
| 3M | +4.8% | +15.7% | -10.9% | -2.4% |
| 6M | +38.1% | +17.8% | +20.3% | +27.2% |
| YTD | +31.2% | +9.2% | +22.1% | +24.7% |
| 1Y | +22.1% | +2.8% | +19.3% | +19.4% |
| 3Y | +12.2% | +69.5% | -57.2% | -15.5% |
| 5Y | -66.5% | +105.9% | -172.4% | -76.7% |
| All | +424.6% | +429.3% | -4.7% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling