+160.3%
FN vs RJF
+75.1%
+85.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -22.0% | -1.3% | -20.7% | -21.6% |
| 3M | -43.0% | +18.9% | -61.9% | -50.0% |
| 6M | -27.7% | +15.0% | -42.8% | -35.3% |
| YTD | -10.5% | +12.2% | -22.7% | -18.9% |
| 1Y | +12.5% | +5.6% | +6.9% | +6.3% |
| All | +160.3% | +75.1% | +85.2% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling