+282.0%
FITB vs RJF
+429.5%
-147.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.4% |
| 7D | -1.0% | -4.2% | +3.2% | +2.6% |
| 30D | -5.5% | -3.6% | -1.9% | -2.7% |
| 3M | +4.1% | +15.6% | -11.5% | -8.4% |
| 6M | +18.7% | +17.6% | +1.1% | +2.5% |
| YTD | +18.2% | +9.2% | +8.9% | +7.6% |
| 1Y | +23.7% | +5.5% | +18.1% | +15.4% |
| 3Y | +130.8% | +70.3% | +60.4% | +38.4% |
| 5Y | +69.8% | +106.0% | -36.2% | -15.6% |
| All | +282.0% | +429.5% | -147.5% | -10.3% |
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