+1,072.7%
FTI vs RJF
+101.5%
+971.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.2% |
| 7D | -5.6% | -4.2% | -1.4% | -3.2% |
| 30D | +0.4% | -3.6% | +4.0% | +2.5% |
| 3M | +8.1% | +15.6% | -7.5% | -1.9% |
| 6M | +16.7% | +17.6% | -0.9% | +4.2% |
| YTD | +70.0% | +9.2% | +60.8% | +57.8% |
| 1Y | +85.4% | +5.5% | +79.9% | +75.1% |
| 3Y | +265.9% | +70.3% | +195.6% | +148.1% |
| 5Y | +1,072.7% | +106.0% | +966.7% | +541.6% |
| All | +1,072.7% | +101.5% | +971.2% | +541.6% |
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