+743.6%
FN vs RJF
+367.7%
+375.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.9% | +12.3% |
| 7D | 0.0% | +3.6% | -3.6% | -2.0% |
| 30D | -34.3% | +3.5% | -37.8% | -35.7% |
| 3M | -39.9% | -8.9% | -31.0% | -37.4% |
| 6M | -51.8% | +2.9% | -54.7% | -53.3% |
| YTD | -28.1% | +2.8% | -31.0% | -30.5% |
| 1Y | -29.1% | +2.7% | -31.7% | -31.2% |
| 3Y | +102.4% | +69.3% | +33.2% | +54.9% |
| 5Y | +171.7% | +75.0% | +96.6% | +99.8% |
| All | +743.6% | +367.7% | +375.9% | +347.3% |
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