+170.4%
NXT vs RJF
+61.9%
+108.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -20.0% | -2.0% | -17.9% | -19.3% |
| 3M | -30.9% | +16.3% | -47.3% | -35.6% |
| 6M | -23.8% | +16.9% | -40.7% | -29.2% |
| YTD | -5.4% | +10.4% | -15.9% | -10.2% |
| 1Y | +28.0% | +7.4% | +20.6% | +22.8% |
| 3Y | +93.3% | +72.2% | +21.1% | +46.4% |
| All | +170.4% | +61.9% | +108.5% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling