+1,277.6%
VFC vs RJF
+47,306.8%
-46,029.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +1.6% | +3.6% | -2.0% | +0.4% |
| 30D | +25.5% | +7.2% | +18.2% | +22.6% |
| 3M | +41.3% | -6.5% | +47.8% | +44.6% |
| 6M | +22.2% | +10.3% | +11.9% | +18.0% |
| YTD | +16.4% | +6.5% | +9.9% | +13.7% |
| 1Y | +38.4% | +6.1% | +32.3% | +35.4% |
| 3Y | +56.2% | +74.9% | -18.7% | +30.9% |
| 5Y | -68.2% | +81.3% | -149.5% | -73.7% |
| 10Y | -48.4% | +332.3% | -380.6% | -67.2% |
| All | +1,277.6% | +47,306.8% | -46,029.2% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling