+74.9%
RJF vs VLTO
+70.6%
+4.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +7.2% | +17.5% | -10.2% | +1.4% |
| 3M | -6.5% | +21.4% | -27.9% | -12.6% |
| 6M | +10.3% | +38.1% | -27.8% | -1.9% |
| YTD | +6.5% | +19.0% | -12.5% | -0.1% |
| 1Y | +6.1% | +20.7% | -14.5% | -1.2% |
| 3Y | +74.9% | +64.3% | +10.6% | +43.3% |
| All | +74.9% | +70.6% | +4.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling