+64.0%
FBTC vs RJF
+61.8%
+2.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | -5.8% | -4.2% | -1.6% | -3.6% |
| 30D | +21.4% | -3.6% | +25.0% | +23.7% |
| 3M | +24.5% | +15.6% | +8.8% | +14.5% |
| 6M | +9.9% | +17.6% | -7.7% | -0.5% |
| YTD | -12.0% | +9.2% | -21.2% | -16.8% |
| 1Y | -32.3% | +5.5% | -37.9% | -35.0% |
| All | +64.0% | +61.8% | +2.2% | +21.1% |
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 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