+46.0%
FE vs RJF
+67.6%
-21.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | +5.2% | +3.5% | +1.7% | +5.1% |
| 3M | 0.0% | -8.9% | +8.9% | +0.1% |
| 6M | +5.0% | +2.9% | +2.2% | +4.9% |
| YTD | +7.9% | +2.8% | +5.1% | +7.6% |
| 1Y | +6.3% | +2.7% | +3.7% | +6.1% |
| 3Y | +46.0% | +69.3% | -23.3% | +34.0% |
| All | +46.0% | +67.6% | -21.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling