+149.4%
EWT vs RJF
+104.0%
+45.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | +4.5% | -4.3% | +8.7% | +5.8% |
| 3M | +8.3% | +15.7% | -7.5% | +3.0% |
| 6M | +54.2% | +17.8% | +36.4% | +45.7% |
| YTD | +74.6% | +9.2% | +65.4% | +68.3% |
| 1Y | +84.9% | +2.8% | +82.1% | +81.5% |
| 3Y | +197.5% | +69.5% | +128.1% | +142.9% |
| All | +149.4% | +104.0% | +45.4% | +83.6% |
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