+175.6%
FN vs RJF
+81.1%
+94.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.8% |
| 7D | +0.3% | +3.6% | -3.3% | -1.6% |
| 30D | -16.5% | +7.2% | -23.8% | -20.1% |
| 3M | -42.1% | -6.5% | -35.6% | -40.2% |
| 6M | -52.9% | +10.3% | -63.2% | -56.3% |
| YTD | -28.0% | +6.5% | -34.5% | -32.1% |
| 1Y | -18.5% | +6.1% | -24.6% | -22.9% |
| 3Y | +93.9% | +74.9% | +19.0% | +40.8% |
| All | +175.6% | +81.1% | +94.5% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling