+531.6%
FICO vs RJF
+371.5%
+160.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.3% | +1.3% |
| 7D | -0.1% | +3.4% | -3.4% | -1.8% |
| 30D | +8.4% | +5.9% | +2.5% | +5.3% |
| 3M | -30.5% | -4.6% | -25.9% | -28.9% |
| 6M | -35.7% | +9.5% | -45.2% | -38.6% |
| YTD | -57.2% | +6.0% | -63.2% | -58.7% |
| 1Y | -58.4% | +4.3% | -62.7% | -59.7% |
| 3Y | -24.8% | +76.6% | -101.4% | -44.3% |
| 5Y | +79.3% | +80.6% | -1.3% | +28.2% |
| 10Y | +531.6% | +346.5% | +185.2% | +200.6% |
| All | +531.6% | +371.5% | +160.2% | +200.6% |
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