-20.7%
FBTC vs RJF
+7.8%
-28.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +0.8% |
| 7D | -1.8% | +7.2% | -8.9% | -4.9% |
| 30D | -6.6% | +4.9% | -11.5% | -8.7% |
| 3M | +24.5% | -5.5% | +30.1% | +27.8% |
| 6M | -0.2% | +8.0% | -8.1% | -4.5% |
| YTD | -8.7% | +6.2% | -14.9% | -12.8% |
| 1Y | -20.7% | +7.8% | -28.5% | -25.3% |
| All | -20.7% | +7.8% | -28.6% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling