-79.1%
VFC vs RJF
+101.5%
-180.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -4.0% | -4.2% | +0.2% | -1.0% |
| 30D | -14.6% | -3.6% | -11.0% | -12.4% |
| 3M | -23.1% | +15.6% | -38.7% | -30.6% |
| 6M | -25.2% | +17.6% | -42.8% | -33.7% |
| YTD | -29.5% | +9.2% | -38.7% | -34.4% |
| 1Y | -14.4% | +5.5% | -19.9% | -18.5% |
| 3Y | -28.7% | +70.3% | -99.1% | -50.3% |
| 5Y | -79.1% | +106.0% | -185.2% | -86.9% |
| All | -79.1% | +101.5% | -180.6% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling