+64.5%
FBTC vs RJF
+61.8%
+2.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.7% |
| 30D | +22.0% | -4.3% | +26.3% | +24.7% |
| 3M | +21.6% | +15.7% | +5.9% | +11.8% |
| 6M | +9.2% | +17.8% | -8.6% | -1.2% |
| YTD | -11.8% | +9.2% | -21.0% | -16.5% |
| 1Y | -32.7% | +2.8% | -35.5% | -34.3% |
| All | +64.5% | +61.8% | +2.7% | +21.5% |
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