+69.3%
RJF vs VLTO
+69.5%
-0.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +3.6% | +5.4% | -1.8% | +1.8% |
| 30D | +3.5% | +22.3% | -18.8% | -3.4% |
| 3M | -8.9% | +19.6% | -28.5% | -14.4% |
| 6M | +2.9% | +35.2% | -32.3% | -7.7% |
| YTD | +2.8% | +17.9% | -15.0% | -3.2% |
| 1Y | +2.7% | +19.5% | -16.9% | -4.0% |
| 3Y | +69.3% | +73.9% | -4.6% | +39.3% |
| All | +69.3% | +69.5% | -0.2% | +39.3% |
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