+484.1%
FLEX vs RJF
+80.1%
+403.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +9.0% | +10.1% |
| 7D | -7.2% | +3.4% | -10.6% | -9.2% |
| 30D | -34.8% | +5.9% | -40.7% | -37.3% |
| 3M | -35.6% | -4.6% | -30.9% | -34.0% |
| 6M | -45.0% | +9.5% | -54.5% | -49.2% |
| YTD | +29.4% | +6.0% | +23.4% | +21.1% |
| 1Y | +24.8% | +4.3% | +20.5% | +18.4% |
| 3Y | +304.4% | +76.6% | +227.8% | +165.2% |
| 5Y | +484.1% | +80.6% | +403.5% | +263.7% |
| All | +484.1% | +80.1% | +403.9% | +263.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling