+92.5%
FTV vs RJF
+540.3%
-447.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -0.4% | +1.8% | -2.1% | -1.2% |
| 30D | -8.3% | 0.0% | -8.3% | -8.4% |
| 3M | -7.4% | +18.0% | -25.4% | -14.6% |
| 6M | -1.2% | +17.0% | -18.2% | -8.7% |
| YTD | +2.7% | +11.1% | -8.4% | -3.2% |
| 1Y | +18.4% | +8.0% | +10.5% | +12.9% |
| 3Y | -2.0% | +73.3% | -75.3% | -27.1% |
| 5Y | +3.4% | +107.4% | -104.0% | -31.2% |
| 10Y | +78.5% | +428.5% | -350.0% | -24.4% |
| All | +92.5% | +540.3% | -447.8% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling