-25.4%
FN vs RJF
+4.3%
-29.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | -4.1% | +4.0% | -8.1% | -5.1% |
| 30D | -28.3% | +6.1% | -34.5% | -29.7% |
| 3M | -33.9% | -5.8% | -28.1% | -31.7% |
| 6M | -43.9% | +9.7% | -53.6% | -47.1% |
| YTD | -23.4% | +6.2% | -29.6% | -29.1% |
| 1Y | -25.4% | +5.3% | -30.7% | -30.2% |
| All | -25.4% | +4.3% | -29.7% | -30.2% |
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