+76.5%
FTV vs RJF
+429.3%
-352.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -4.0% | -2.7% | -1.2% | -2.7% |
| 30D | -11.0% | -4.3% | -6.8% | -9.2% |
| 3M | -8.4% | +15.7% | -24.1% | -14.7% |
| 6M | -2.6% | +17.8% | -20.4% | -10.3% |
| YTD | -0.6% | +9.2% | -9.8% | -5.5% |
| 1Y | +11.0% | +2.8% | +8.2% | +8.3% |
| 3Y | -6.3% | +69.5% | -75.8% | -29.5% |
| 5Y | -1.5% | +105.9% | -107.5% | -34.2% |
| All | +76.5% | +429.3% | -352.8% | -22.0% |
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 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