+612.2%
VIG vs RJF
+1,116.8%
-504.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -2.8% | -2.0% | -0.8% | -2.3% |
| 3M | +2.5% | +16.3% | -13.9% | -2.5% |
| 6M | +8.1% | +16.9% | -8.8% | +2.5% |
| YTD | +9.6% | +10.4% | -0.9% | +5.4% |
| 1Y | +14.2% | +7.4% | +6.7% | +10.6% |
| 3Y | +56.1% | +72.2% | -16.1% | +28.5% |
| 5Y | +62.8% | +105.1% | -42.3% | +24.7% |
| 10Y | +248.2% | +430.9% | -182.7% | +90.9% |
| All | +612.2% | +1,116.8% | -504.6% | +157.6% |
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