+79.7%
RJF vs VLTO
+56.1%
+23.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | +3.4% | +2.0% | +1.3% | +2.7% |
| 30D | +5.9% | +21.8% | -15.9% | -0.9% |
| 3M | -4.6% | +20.2% | -24.9% | -10.5% |
| 6M | +9.5% | +36.3% | -26.8% | -1.9% |
| YTD | +6.0% | +18.8% | -12.9% | -0.5% |
| 1Y | +4.3% | +20.4% | -16.1% | -2.7% |
| 3Y | +76.6% | +71.9% | +4.7% | +44.6% |
| All | +79.7% | +56.1% | +23.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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