+225.9%
VIK vs RJF
+48.1%
+177.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -18.0% | -2.0% | -16.0% | -17.1% |
| 3M | -5.8% | +16.3% | -22.1% | -15.1% |
| 6M | +17.2% | +16.9% | +0.3% | +5.1% |
| YTD | +19.1% | +10.4% | +8.7% | +10.0% |
| 1Y | +33.6% | +7.4% | +26.2% | +25.5% |
| All | +225.9% | +48.1% | +177.8% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling