-68.4%
FLNC vs RJF
+7.8%
-76.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +4.3% | +5.8% | +8.4% |
| 7D | -2.1% | +7.2% | -9.3% | -4.6% |
| 30D | -20.8% | +4.9% | -25.7% | -22.2% |
| 3M | -61.3% | -5.5% | -55.8% | -60.4% |
| 6M | -50.9% | +8.0% | -58.8% | -53.5% |
| YTD | -69.4% | +6.2% | -75.5% | -72.1% |
| 1Y | -68.4% | +7.8% | -76.2% | -72.4% |
| All | -68.4% | +7.8% | -76.2% | -72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling