-75.0%
FRSH vs RJF
+115.3%
-190.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.6% | -2.7% | -3.9% | -4.9% |
| 30D | +2.1% | -4.3% | +6.4% | +5.0% |
| 3M | +29.0% | +15.7% | +13.2% | +16.6% |
| 6M | +48.6% | +17.8% | +30.8% | +31.9% |
| YTD | -2.9% | +9.2% | -12.1% | -10.0% |
| 1Y | -7.9% | +2.8% | -10.7% | -11.1% |
| 3Y | -46.5% | +69.5% | -116.0% | -65.9% |
| All | -75.0% | +115.3% | -190.3% | -86.0% |
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