+496.4%
FIVE vs RJF
+428.9%
+67.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | +3.7% | +1.8% | +1.9% | +2.5% |
| 30D | +4.0% | 0.0% | +4.0% | +3.8% |
| 3M | +36.2% | +18.0% | +18.3% | +23.1% |
| 6M | +18.0% | +17.0% | +1.1% | +6.7% |
| YTD | +34.9% | +11.1% | +23.8% | +24.9% |
| 1Y | +67.9% | +8.0% | +60.0% | +57.8% |
| 3Y | +57.3% | +73.3% | -16.0% | +9.7% |
| 5Y | +39.5% | +107.4% | -67.9% | -13.9% |
| 10Y | +496.4% | +428.5% | +67.9% | +117.6% |
| All | +496.4% | +428.9% | +67.6% | +117.6% |
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