+69.8%
FBTC vs RJF
+66.3%
+3.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.7% |
| 7D | +2.9% | -0.6% | +3.5% | +3.3% |
| 30D | +23.0% | -1.3% | +24.3% | +23.6% |
| 3M | +25.6% | +18.9% | +6.7% | +13.7% |
| 6M | +9.0% | +15.0% | -6.0% | +0.1% |
| YTD | -8.9% | +12.2% | -21.2% | -15.1% |
| 1Y | -27.5% | +5.6% | -33.2% | -30.4% |
| All | +69.8% | +66.3% | +3.5% | +23.6% |
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