+244.8%
NEE vs RJF
+429.3%
-184.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | -3.3% | -4.3% | +0.9% | -2.5% |
| 3M | -2.3% | +15.7% | -18.0% | -5.3% |
| 6M | -8.9% | +17.8% | -26.7% | -12.2% |
| YTD | +4.8% | +9.2% | -4.4% | +2.2% |
| 1Y | +18.7% | +2.8% | +16.0% | +17.2% |
| 3Y | +33.2% | +69.5% | -36.2% | +15.4% |
| 5Y | +10.9% | +105.9% | -95.1% | -9.7% |
| All | +244.8% | +429.3% | -184.4% | +148.8% |
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