+67.5%
FERG vs RJF
+101.5%
-34.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.0% | -4.2% | +3.2% | +0.9% |
| 30D | -11.8% | -3.6% | -8.2% | -10.4% |
| 3M | -1.2% | +15.6% | -16.9% | -7.9% |
| 6M | -2.3% | +17.6% | -19.9% | -9.8% |
| YTD | +0.8% | +9.2% | -8.4% | -4.2% |
| 1Y | +0.5% | +5.5% | -5.0% | -3.0% |
| 3Y | +51.4% | +70.3% | -18.9% | +14.4% |
| 5Y | +67.5% | +106.0% | -38.5% | +14.4% |
| All | +67.5% | +101.5% | -34.0% | +14.4% |
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