+225.7%
VIK vs RJF
+46.4%
+179.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -2.7% | +1.8% | +0.8% |
| 30D | -18.4% | -4.3% | -14.1% | -16.3% |
| 3M | -8.8% | +15.7% | -24.5% | -17.5% |
| 6M | +17.1% | +17.8% | -0.7% | +4.5% |
| YTD | +19.0% | +9.2% | +9.9% | +10.7% |
| 1Y | +30.1% | +2.8% | +27.4% | +25.9% |
| All | +225.7% | +46.4% | +179.3% | +164.8% |
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