+890.0%
FN vs RJF
+428.9%
+461.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +3.5% | +1.8% | +1.8% | +2.5% |
| 30D | -26.0% | 0.0% | -26.0% | -26.1% |
| 3M | -33.3% | +18.0% | -51.2% | -39.2% |
| 6M | -14.9% | +17.0% | -31.9% | -22.4% |
| YTD | -8.6% | +11.1% | -19.7% | -14.5% |
| 1Y | +12.3% | +8.0% | +4.4% | +6.6% |
| 3Y | +174.4% | +73.3% | +101.1% | +107.8% |
| 5Y | +296.4% | +107.4% | +189.0% | +170.3% |
| 10Y | +890.0% | +428.5% | +461.5% | +348.6% |
| All | +890.0% | +428.9% | +461.2% | +348.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling