+103.3%
VCLT vs RJF
+1,213.4%
-1,110.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | +0.3% | +1.8% | -1.4% | +0.3% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | -2.2% | +18.0% | -20.2% | -1.9% |
| 6M | -2.9% | +17.0% | -19.9% | -2.6% |
| YTD | -2.1% | +11.1% | -13.2% | -1.8% |
| 1Y | -2.6% | +8.0% | -10.5% | -2.4% |
| 3Y | +12.5% | +73.3% | -60.8% | +14.3% |
| 5Y | -15.3% | +107.4% | -122.7% | -13.0% |
| 10Y | +16.6% | +428.5% | -411.9% | +28.9% |
| All | +103.3% | +1,213.4% | -1,110.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling