+66.9%
FBTC vs RJF
+64.7%
+2.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +1.5% | +1.8% | -0.2% | +0.7% |
| 30D | +20.7% | 0.0% | +20.7% | +20.5% |
| 3M | +23.7% | +18.0% | +5.7% | +12.5% |
| 6M | +15.0% | +17.0% | -1.9% | +4.5% |
| YTD | -10.5% | +11.1% | -21.6% | -16.1% |
| 1Y | -30.3% | +8.0% | -38.2% | -33.8% |
| All | +66.9% | +64.7% | +2.2% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling