+8.1%
FPS vs RJF
+6.1%
+2.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.0% | +3.3% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | -18.6% | -1.3% | -17.3% | -18.0% |
| 3M | -51.5% | +18.9% | -70.3% | -57.1% |
| 6M | -8.5% | +15.0% | -23.6% | -16.0% |
| All | +8.1% | +6.1% | +2.0% | +6.3% |
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 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