+2.7%
EXE vs RJF
+6.3%
-3.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | -2.2% | -4.2% | +2.0% | -2.1% |
| 30D | -0.8% | -3.6% | +2.8% | -0.7% |
| 3M | +10.0% | +15.6% | -5.6% | +8.9% |
| 6M | -6.3% | +17.6% | -23.9% | -7.4% |
| YTD | -10.7% | +9.2% | -19.9% | -12.3% |
| 1Y | +2.7% | +5.5% | -2.8% | +0.8% |
| All | +2.7% | +6.3% | -3.6% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling