+21.4%
FRSH vs RJF
+7.8%
+13.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -7.3% |
| 7D | -13.8% | +7.2% | -20.9% | -15.5% |
| 30D | +0.3% | +4.9% | -4.6% | -1.0% |
| 3M | +10.1% | -5.5% | +15.7% | +12.4% |
| 6M | +47.7% | +8.0% | +39.7% | +43.4% |
| YTD | +8.2% | +6.2% | +2.1% | +4.5% |
| 1Y | +21.4% | +7.8% | +13.6% | +17.4% |
| All | +21.4% | +7.8% | +13.6% | +17.4% |
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