+3,800.0%
FIX vs RJF
+371.5%
+3,428.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +7.4% |
| 7D | -7.2% | +3.4% | -10.6% | -9.5% |
| 30D | -35.1% | +5.9% | -41.1% | -37.9% |
| 3M | -34.3% | -4.6% | -29.6% | -32.9% |
| 6M | -42.9% | +9.5% | -52.4% | -47.4% |
| YTD | +19.5% | +6.0% | +13.5% | +11.6% |
| 1Y | +16.8% | +4.3% | +12.4% | +10.5% |
| 3Y | +506.7% | +76.6% | +430.1% | +310.4% |
| 5Y | +1,046.7% | +80.6% | +966.1% | +634.8% |
| 10Y | +3,800.0% | +346.5% | +3,453.5% | +1,291.1% |
| All | +3,800.0% | +371.5% | +3,428.5% | +1,291.1% |
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 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