+499.7%
FICO vs RJF
+367.7%
+132.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -0.9% | +3.6% | -4.5% | -2.7% |
| 30D | +3.3% | +3.5% | -0.2% | +1.5% |
| 3M | -31.7% | -8.9% | -22.8% | -28.6% |
| 6M | -34.0% | +2.9% | -36.8% | -35.2% |
| YTD | -58.3% | +2.8% | -61.1% | -59.2% |
| 1Y | -57.9% | +2.7% | -60.6% | -58.9% |
| 3Y | -24.1% | +69.3% | -93.4% | -42.5% |
| 5Y | +85.3% | +75.0% | +10.3% | +34.8% |
| All | +499.7% | +367.7% | +132.0% | +192.6% |
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