+295.8%
FTI vs RJF
+429.3%
-133.5%
-85.7%
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 | -4.4% | -2.7% | -1.7% | -2.5% |
| 30D | +1.5% | -4.3% | +5.7% | +4.4% |
| 3M | +8.2% | +15.7% | -7.5% | -3.6% |
| 6M | +18.8% | +17.8% | +1.0% | +3.9% |
| YTD | +71.7% | +9.2% | +62.5% | +57.2% |
| 1Y | +90.0% | +2.8% | +87.3% | +80.9% |
| 3Y | +270.5% | +69.5% | +201.0% | +137.5% |
| 5Y | +1,084.5% | +105.9% | +978.6% | +530.7% |
| All | +295.8% | +429.3% | -133.5% | +23.7% |
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