+156.4%
EXPE vs RJF
+429.5%
-273.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.2% |
| 7D | -8.7% | -4.2% | -4.5% | -6.3% |
| 30D | -13.6% | -3.6% | -10.0% | -11.7% |
| 3M | +26.6% | +15.6% | +11.0% | +16.0% |
| 6M | +19.9% | +17.6% | +2.3% | +8.4% |
| YTD | -1.7% | +9.2% | -10.9% | -7.6% |
| 1Y | +29.4% | +5.5% | +23.9% | +24.2% |
| 3Y | +155.7% | +70.3% | +85.3% | +79.8% |
| 5Y | +93.1% | +106.0% | -12.9% | +20.3% |
| All | +156.4% | +429.5% | -273.1% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling