+1,449.6%
NET vs RJF
+240.8%
+1,208.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.3% |
| 7D | -7.0% | -0.6% | -6.4% | -6.7% |
| 30D | -4.8% | -1.3% | -3.5% | -4.2% |
| 3M | +3.8% | +18.9% | -15.1% | -4.4% |
| 6M | +50.0% | +15.0% | +35.0% | +39.8% |
| YTD | +41.5% | +12.2% | +29.3% | +32.7% |
| 1Y | +32.8% | +5.6% | +27.2% | +28.0% |
| 3Y | +335.9% | +74.9% | +261.0% | +235.4% |
| 5Y | +113.8% | +106.6% | +7.2% | +60.8% |
| All | +1,449.6% | +240.8% | +1,208.7% | +980.3% |
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 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