+271.2%
EW vs RJF
+326.9%
-55.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +4.9% | +3.6% | +1.3% | +3.8% |
| 30D | +23.9% | +7.2% | +16.7% | +21.3% |
| 3M | +15.8% | -6.5% | +22.3% | +18.0% |
| 6M | +31.7% | +10.3% | +21.3% | +27.2% |
| YTD | +25.7% | +6.5% | +19.2% | +22.1% |
| 1Y | +24.4% | +6.1% | +18.3% | +20.9% |
| 3Y | +65.9% | +74.9% | -9.0% | +32.6% |
| 5Y | -7.6% | +81.3% | -89.0% | -29.3% |
| All | +271.2% | +326.9% | -55.7% | +102.8% |
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