+244.4%
VIG vs RJF
+429.3%
-184.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.1% |
| 30D | -2.7% | -4.3% | +1.5% | -1.3% |
| 3M | +2.5% | +15.7% | -13.2% | -3.0% |
| 6M | +9.2% | +17.8% | -8.6% | +2.4% |
| YTD | +9.8% | +9.2% | +0.7% | +5.4% |
| 1Y | +12.4% | +2.8% | +9.6% | +10.1% |
| 3Y | +55.9% | +69.5% | -13.6% | +24.0% |
| 5Y | +63.9% | +105.9% | -42.0% | +18.1% |
| All | +244.4% | +429.3% | -184.9% | +75.2% |
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