+541.1%
FICO vs RJF
+336.5%
+204.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.9% | +4.0% | -3.1% | -1.2% |
| 30D | +9.4% | +6.1% | +3.3% | +6.2% |
| 3M | -30.4% | -5.8% | -24.6% | -28.4% |
| 6M | -35.1% | +9.7% | -44.8% | -38.1% |
| YTD | -56.8% | +6.2% | -62.9% | -58.4% |
| 1Y | -58.4% | +5.3% | -63.7% | -59.8% |
| 3Y | -26.7% | +74.4% | -101.1% | -45.4% |
| 5Y | +88.0% | +81.6% | +6.5% | +33.9% |
| All | +541.1% | +336.5% | +204.5% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling