+59.9%
VEA vs RJF
+104.0%
-44.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.5% | -2.7% | +1.3% | -0.6% |
| 30D | -0.8% | -4.3% | +3.4% | +0.4% |
| 3M | +2.5% | +15.7% | -13.3% | -2.4% |
| 6M | +11.1% | +17.8% | -6.7% | +5.1% |
| YTD | +17.2% | +9.2% | +8.0% | +13.1% |
| 1Y | +24.5% | +2.8% | +21.7% | +22.3% |
| 3Y | +75.4% | +69.5% | +6.0% | +41.2% |
| All | +59.9% | +104.0% | -44.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling