-48.6%
VFC vs RJF
+326.9%
-375.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.7% |
| 7D | +1.6% | +3.6% | -2.0% | -0.8% |
| 30D | +25.5% | +7.2% | +18.2% | +19.8% |
| 3M | +41.3% | -6.5% | +47.8% | +47.6% |
| 6M | +22.2% | +10.3% | +11.9% | +13.5% |
| YTD | +16.4% | +6.5% | +9.9% | +10.3% |
| 1Y | +38.4% | +6.1% | +32.3% | +31.5% |
| 3Y | +56.2% | +74.9% | -18.7% | +7.2% |
| 5Y | -68.2% | +81.3% | -149.5% | -79.2% |
| All | -48.6% | +326.9% | -375.6% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling