-69.9%
VFC vs RJF
+429.5%
-499.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | -3.3% | -4.2% | +0.9% | -0.5% |
| 30D | -14.0% | -3.6% | -10.4% | -11.9% |
| 3M | -22.6% | +15.6% | -38.2% | -29.9% |
| 6M | -24.7% | +17.6% | -42.3% | -32.9% |
| YTD | -29.0% | +9.2% | -38.2% | -33.7% |
| 1Y | -13.8% | +5.5% | -19.3% | -17.7% |
| 3Y | -28.2% | +70.3% | -98.6% | -49.6% |
| 5Y | -79.0% | +106.0% | -185.0% | -87.3% |
| All | -69.9% | +429.5% | -499.3% | -88.8% |
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 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