+52.5%
V vs RJF
+76.7%
-24.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -1.1% | +1.8% | -2.8% | -1.6% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | +15.5% | +18.0% | -2.4% | +10.3% |
| 6M | +16.6% | +17.0% | -0.3% | +11.3% |
| YTD | +5.7% | +11.1% | -5.4% | +1.9% |
| 1Y | +8.6% | +8.0% | +0.6% | +5.2% |
| 3Y | +52.5% | +73.3% | -20.8% | +34.1% |
| All | +52.5% | +76.7% | -24.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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