+2,260.0%
VGT vs RJF
+2,084.9%
+175.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +0.5% | -2.0% | +2.6% | +1.2% |
| 3M | +5.3% | +16.3% | -11.1% | -0.9% |
| 6M | +32.4% | +16.9% | +15.5% | +24.2% |
| YTD | +28.6% | +10.4% | +18.2% | +22.8% |
| 1Y | +37.6% | +7.4% | +30.2% | +32.6% |
| 3Y | +125.5% | +72.2% | +53.3% | +80.6% |
| 5Y | +135.2% | +105.1% | +30.1% | +75.0% |
| 10Y | +812.9% | +430.9% | +382.0% | +364.1% |
| All | +2,260.0% | +2,084.9% | +175.1% | +503.3% |
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