+578.7%
FE vs RJF
+3,681.3%
-3,102.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.5% | +4.0% | -4.5% | -1.3% |
| 30D | +4.3% | +6.1% | -1.8% | +3.1% |
| 3M | +0.4% | -5.8% | +6.2% | +1.4% |
| 6M | +6.9% | +9.7% | -2.7% | +4.8% |
| YTD | +8.0% | +6.2% | +1.8% | +6.1% |
| 1Y | +4.8% | +5.3% | -0.5% | +3.0% |
| 3Y | +49.0% | +74.4% | -25.5% | +31.1% |
| 5Y | +46.2% | +81.6% | -35.4% | +25.8% |
| 10Y | +120.9% | +333.6% | -212.7% | +56.1% |
| All | +578.7% | +3,681.3% | -3,102.6% | +214.8% |
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