+110.7%
FIVN vs RJF
+429.3%
-318.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -7.8% | -2.7% | -5.1% | -6.9% |
| 30D | -1.7% | -4.3% | +2.5% | -0.1% |
| 3M | +47.2% | +15.7% | +31.5% | +39.4% |
| 6M | +82.7% | +17.8% | +64.9% | +71.3% |
| YTD | +52.9% | +9.2% | +43.7% | +47.3% |
| 1Y | +17.5% | +2.8% | +14.7% | +15.7% |
| 3Y | -55.8% | +69.5% | -125.3% | -63.5% |
| 5Y | -82.3% | +105.9% | -188.3% | -86.2% |
| All | +110.7% | +429.3% | -318.6% | +28.6% |
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