+1,103.9%
FLEX vs RJF
+431.7%
+672.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +7.0% | +1.8% | +5.2% | +5.7% |
| 30D | -5.8% | 0.0% | -5.8% | -6.0% |
| 3M | -24.2% | +18.0% | -42.2% | -32.8% |
| 6M | +90.8% | +17.0% | +73.8% | +69.7% |
| YTD | +89.2% | +11.1% | +78.1% | +72.9% |
| 1Y | +104.7% | +8.0% | +96.8% | +90.7% |
| 3Y | +478.1% | +73.3% | +404.8% | +292.3% |
| 5Y | +726.2% | +107.4% | +618.8% | +389.6% |
| All | +1,103.9% | +431.7% | +672.2% | +331.7% |
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