+47.7%
FND vs RJF
+293.6%
-245.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -5.8% | -2.7% | -3.0% | -4.2% |
| 30D | -20.2% | -4.3% | -15.9% | -18.1% |
| 3M | -12.0% | +15.7% | -27.7% | -19.7% |
| 6M | -18.5% | +17.8% | -36.3% | -26.7% |
| YTD | -22.3% | +9.2% | -31.4% | -27.3% |
| 1Y | -47.6% | +2.8% | -50.4% | -49.3% |
| 3Y | -49.8% | +69.5% | -119.2% | -64.9% |
| 5Y | -63.0% | +105.9% | -168.9% | -77.1% |
| All | +47.7% | +293.6% | -245.9% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling