+651.7%
FLEX vs RJF
+334.0%
+317.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.2% |
| 7D | +2.2% | -0.9% | +3.2% | +3.2% |
| 30D | -32.6% | +5.3% | -38.0% | -35.1% |
| 3M | -35.5% | -6.8% | -28.6% | -33.0% |
| 6M | -45.6% | +11.4% | -57.0% | -50.3% |
| YTD | +30.7% | +5.5% | +25.2% | +22.7% |
| 1Y | +28.4% | +3.7% | +24.7% | +22.3% |
| 3Y | +301.7% | +73.4% | +228.2% | +169.9% |
| 5Y | +473.3% | +78.3% | +394.9% | +270.2% |
| 10Y | +651.7% | +328.4% | +323.3% | +198.6% |
| All | +651.7% | +334.0% | +317.8% | +198.6% |
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