+178.5%
EXE vs RJF
+159.6%
+18.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +8.5% | -1.3% | +9.7% | +8.9% |
| 3M | +5.5% | +18.9% | -13.4% | -1.9% |
| 6M | -5.9% | +15.0% | -20.9% | -11.7% |
| YTD | -9.7% | +12.2% | -21.9% | -15.1% |
| 1Y | +3.6% | +5.6% | -2.1% | -0.2% |
| 3Y | +18.0% | +74.9% | -56.8% | -12.5% |
| 5Y | +109.4% | +106.6% | +2.8% | +35.6% |
| All | +178.5% | +159.6% | +18.8% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling