+187.3%
VEU vs RJF
+1,106.1%
-918.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.7% | -2.0% | +2.7% | +1.3% |
| 3M | +4.7% | +16.3% | -11.6% | -1.3% |
| 6M | +11.6% | +16.9% | -5.3% | +4.8% |
| YTD | +16.8% | +10.4% | +6.4% | +11.6% |
| 1Y | +24.9% | +7.4% | +17.5% | +20.2% |
| 3Y | +75.7% | +72.2% | +3.5% | +38.5% |
| 5Y | +56.1% | +105.1% | -49.0% | +12.4% |
| 10Y | +153.6% | +430.9% | -277.3% | +18.5% |
| All | +187.3% | +1,106.1% | -918.9% | -20.1% |
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 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