+155.8%
EXC vs RJF
+429.3%
-273.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | -3.6% | -4.3% | +0.6% | -2.6% |
| 3M | -4.3% | +15.7% | -20.0% | -8.2% |
| 6M | -9.9% | +17.8% | -27.8% | -14.3% |
| YTD | +1.8% | +9.2% | -7.4% | -1.6% |
| 1Y | +2.9% | +2.8% | +0.1% | +1.0% |
| 3Y | +19.1% | +69.5% | -50.3% | -2.3% |
| 5Y | +44.8% | +105.9% | -61.1% | +7.5% |
| All | +155.8% | +429.3% | -273.4% | +45.4% |
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