+47.9%
EXPE vs RJF
+79.5%
-31.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | +1.5% | -5.7% | -5.2% |
| 30D | -4.5% | +6.7% | -11.2% | -8.1% |
| 3M | -19.7% | -7.3% | -12.4% | -15.5% |
| 6M | +18.3% | +9.8% | +8.5% | +11.3% |
| YTD | -7.3% | +5.6% | -13.0% | -11.4% |
| 1Y | -3.9% | +2.3% | -6.2% | -6.2% |
| 3Y | +123.0% | +73.6% | +49.4% | +46.7% |
| 5Y | +47.9% | +79.9% | -31.9% | -10.8% |
| All | +47.9% | +79.5% | -31.6% | -10.8% |
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 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