+178.7%
XHB vs RJF
+1,179.9%
-1,001.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.7% |
| 7D | -1.3% | -0.6% | -0.7% | -1.0% |
| 30D | -6.9% | -1.3% | -5.6% | -6.4% |
| 3M | -1.3% | +18.9% | -20.1% | -10.0% |
| 6M | -6.8% | +15.0% | -21.8% | -13.7% |
| YTD | +0.7% | +12.2% | -11.5% | -6.2% |
| 1Y | -11.2% | +5.6% | -16.9% | -15.1% |
| 3Y | +25.3% | +74.9% | -49.5% | -9.2% |
| 5Y | +37.3% | +106.6% | -69.3% | -10.8% |
| 10Y | +211.5% | +433.1% | -221.5% | +14.7% |
| All | +178.7% | +1,179.9% | -1,001.2% | -49.2% |
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