-22.4%
VFC vs RJF
+71.0%
-93.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -2.3% | -0.3% | -2.1% | -2.2% |
| 30D | -13.4% | -2.0% | -11.3% | -12.0% |
| 3M | -23.7% | +16.3% | -40.0% | -32.6% |
| 6M | -24.5% | +16.9% | -41.4% | -34.0% |
| YTD | -27.8% | +10.4% | -38.3% | -34.4% |
| 1Y | -13.5% | +7.4% | -20.9% | -19.8% |
| All | -22.4% | +71.0% | -93.4% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling