-39.3%
FND vs RJF
+7.8%
-47.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -19.9% | -1.3% | -18.6% | -19.6% |
| 3M | +2.7% | +18.9% | -16.2% | -2.3% |
| 6M | -21.7% | +15.0% | -36.7% | -25.2% |
| YTD | -17.5% | +12.2% | -29.7% | -21.9% |
| 1Y | -39.3% | +5.6% | -44.9% | -42.5% |
| All | -39.3% | +7.8% | -47.1% | -42.5% |
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