+80.3%
EXE vs RJF
+81.1%
-0.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +5.3% | +3.6% | +1.7% | +4.0% |
| 30D | -2.2% | +7.2% | -9.4% | -4.8% |
| 3M | -5.9% | -6.5% | +0.6% | -3.8% |
| 6M | -5.7% | +10.3% | -16.0% | -9.7% |
| YTD | -17.8% | +6.5% | -24.3% | -21.1% |
| 1Y | -23.1% | +6.1% | -29.2% | -26.1% |
| 3Y | +21.2% | +74.9% | -53.7% | -9.4% |
| All | +80.3% | +81.1% | -0.8% | +23.9% |
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