-0.1%
FTV vs RJF
+106.2%
-106.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -9.5% | -2.0% | -7.5% | -8.7% |
| 3M | -10.9% | +16.3% | -27.2% | -17.0% |
| 6M | -0.6% | +16.9% | -17.5% | -7.9% |
| YTD | +1.4% | +10.4% | -9.0% | -3.9% |
| 1Y | +17.6% | +7.4% | +10.2% | +12.6% |
| 3Y | -3.3% | +72.2% | -75.5% | -27.1% |
| 5Y | -0.1% | +105.1% | -105.3% | -30.5% |
| All | -0.1% | +106.2% | -106.3% | -30.5% |
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