+55.6%
VFC vs RJF
+7.8%
+47.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +1.8% |
| 7D | +21.5% | +7.2% | +14.3% | +16.7% |
| 30D | +46.7% | +4.9% | +41.8% | +42.5% |
| 3M | +38.4% | -5.5% | +43.9% | +42.7% |
| 6M | +15.2% | +8.0% | +7.3% | +11.3% |
| YTD | +17.8% | +6.2% | +11.6% | +11.3% |
| 1Y | +55.6% | +7.8% | +47.8% | +44.0% |
| All | +55.6% | +7.8% | +47.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling