+167.1%
NXT vs RJF
+60.2%
+106.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -2.6% | -4.2% | +1.6% | -0.8% |
| 30D | -22.4% | -3.6% | -18.8% | -21.3% |
| 3M | -27.3% | +15.6% | -43.0% | -32.0% |
| 6M | -28.5% | +17.6% | -46.1% | -33.6% |
| YTD | -6.6% | +9.2% | -15.8% | -10.9% |
| 1Y | +20.4% | +5.5% | +14.8% | +16.3% |
| 3Y | +90.9% | +70.3% | +20.6% | +45.3% |
| All | +167.1% | +60.2% | +106.9% | +99.3% |
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