+7,273.1%
NEE vs RJF
+49,360.8%
-42,087.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.1% | +1.8% | -0.7% | +0.8% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | +0.5% | +18.0% | -17.4% | -2.1% |
| 6M | -6.5% | +17.0% | -23.5% | -8.9% |
| YTD | +6.7% | +11.1% | -4.4% | +4.5% |
| 1Y | +23.6% | +8.0% | +15.6% | +21.5% |
| 3Y | +37.1% | +73.3% | -36.2% | +24.1% |
| 5Y | +10.9% | +107.4% | -96.5% | -3.2% |
| 10Y | +245.4% | +428.5% | -183.1% | +155.1% |
| All | +7,273.1% | +49,360.8% | -42,087.7% | +3,761.4% |
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