+789.7%
VFC vs RJF
+49,848.3%
-49,058.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -11.6% | -1.3% | -10.4% | -11.3% |
| 3M | -18.1% | +18.9% | -37.0% | -22.8% |
| 6M | -27.4% | +15.0% | -42.4% | -30.8% |
| YTD | -24.8% | +12.2% | -37.0% | -27.9% |
| 1Y | -8.2% | +5.6% | -13.8% | -10.1% |
| 3Y | -29.1% | +74.9% | -104.0% | -40.6% |
| 5Y | -79.2% | +106.6% | -185.8% | -83.5% |
| 10Y | -68.1% | +433.1% | -501.2% | -80.9% |
| All | +789.7% | +49,848.3% | -49,058.6% | +70.6% |
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