+49.5%
FND vs RJF
+300.6%
-251.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.0% |
| 7D | +0.4% | +1.8% | -1.4% | -0.7% |
| 30D | -23.6% | 0.0% | -23.6% | -23.6% |
| 3M | +4.3% | +18.0% | -13.6% | -5.9% |
| 6M | -20.3% | +17.0% | -37.2% | -28.0% |
| YTD | -21.3% | +11.1% | -32.4% | -27.2% |
| 1Y | -45.4% | +8.0% | -53.3% | -48.7% |
| 3Y | -48.9% | +73.3% | -122.2% | -64.8% |
| 5Y | -61.0% | +107.4% | -168.4% | -76.0% |
| All | +49.5% | +300.6% | -251.1% | -40.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling