+1,335.0%
FERG vs RJF
+1,289.3%
+45.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | +1.3% | +18.0% | -16.7% | -1.3% |
| 6M | -1.0% | +17.0% | -17.9% | -3.4% |
| YTD | +3.2% | +11.1% | -7.9% | +1.4% |
| 1Y | -3.0% | +8.0% | -10.9% | -4.3% |
| 3Y | +55.0% | +73.3% | -18.3% | +43.6% |
| 5Y | +72.6% | +107.4% | -34.8% | +57.7% |
| 10Y | +358.9% | +428.5% | -69.6% | +302.3% |
| All | +1,335.0% | +1,289.3% | +45.7% | +1,171.0% |
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 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