+20.3%
EXE vs RJF
+71.0%
-50.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -0.4% | -2.0% | +1.7% | +0.1% |
| 3M | +9.5% | +16.3% | -6.8% | +5.0% |
| 6M | -9.3% | +16.9% | -26.3% | -13.4% |
| YTD | -10.9% | +10.4% | -21.3% | -14.1% |
| 1Y | +4.3% | +7.4% | -3.1% | +1.3% |
| All | +20.3% | +71.0% | -50.7% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling