+46.2%
EXC vs RJF
+105.7%
-59.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.2% | +1.8% | -0.5% | +1.0% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | -1.0% | +18.0% | -18.9% | -2.9% |
| 6M | -9.3% | +17.0% | -26.2% | -11.0% |
| YTD | +3.6% | +11.1% | -7.5% | +2.0% |
| 1Y | +5.9% | +8.0% | -2.0% | +4.5% |
| 3Y | +21.3% | +73.3% | -52.0% | +8.5% |
| 5Y | +46.2% | +107.4% | -61.3% | +25.5% |
| All | +46.2% | +105.7% | -59.5% | +25.5% |
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