+68.4%
FITB vs RJF
+106.2%
-37.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | -5.1% | -2.0% | -3.1% | -3.8% |
| 3M | +3.5% | +16.3% | -12.8% | -8.0% |
| 6M | +17.2% | +16.9% | +0.3% | +3.4% |
| YTD | +17.6% | +10.4% | +7.2% | +7.4% |
| 1Y | +23.4% | +7.4% | +15.9% | +14.6% |
| 3Y | +129.7% | +72.2% | +57.5% | +41.6% |
| 5Y | +68.4% | +105.1% | -36.7% | -14.1% |
| All | +68.4% | +106.2% | -37.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling