+1,194.0%
RJF vs VT
+374.2%
+819.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +0.4% | -1.0% | -1.1% |
| 30D | -1.3% | +1.0% | -2.2% | -2.6% |
| 3M | +18.9% | +2.4% | +16.5% | +14.3% |
| 6M | +15.0% | +12.0% | +3.0% | -2.5% |
| YTD | +12.2% | +15.3% | -3.1% | -8.6% |
| 1Y | +5.6% | +22.6% | -17.0% | -21.0% |
| 3Y | +74.9% | +74.7% | +0.2% | -20.1% |
| 5Y | +106.6% | +66.1% | +40.5% | +1.2% |
| 10Y | +433.1% | +225.0% | +208.1% | +4.5% |
| All | +1,194.0% | +374.2% | +819.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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