+404.6%
VIAV vs RJF
+429.3%
-24.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +11.2% | -2.7% | +13.9% | +12.4% |
| 30D | -10.1% | -4.3% | -5.9% | -8.6% |
| 3M | -22.9% | +15.7% | -38.6% | -28.2% |
| 6M | +28.8% | +17.8% | +11.0% | +18.6% |
| YTD | +117.5% | +9.2% | +108.3% | +106.3% |
| 1Y | +216.1% | +2.8% | +213.3% | +207.4% |
| 3Y | +292.2% | +69.5% | +222.8% | +198.2% |
| 5Y | +141.0% | +105.9% | +35.0% | +62.7% |
| All | +404.6% | +429.3% | -24.7% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling