+8.0%
RJF vs VLTO
-9.1%
+17.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +1.8% | -1.6% | +3.3% | +2.1% |
| 30D | 0.0% | -2.9% | +2.9% | +0.7% |
| 3M | +18.0% | +12.7% | +5.3% | +14.5% |
| 6M | +17.0% | +1.6% | +15.4% | +16.2% |
| YTD | +11.1% | -4.0% | +15.1% | +11.4% |
| 1Y | +8.0% | -10.2% | +18.1% | +11.3% |
| All | +8.0% | -9.1% | +17.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling