-62.8%
FND vs RJF
+103.8%
-166.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -19.6% | -2.0% | -17.6% | -18.5% |
| 3M | -4.3% | +16.3% | -20.7% | -13.2% |
| 6M | -20.4% | +16.9% | -37.4% | -28.4% |
| YTD | -21.9% | +10.4% | -32.3% | -27.6% |
| 1Y | -45.2% | +7.4% | -52.6% | -48.5% |
| 3Y | -49.2% | +72.2% | -121.5% | -66.2% |
| All | -62.8% | +103.8% | -166.5% | -77.5% |
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 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