+237.5%
VIK vs RJF
+49.0%
+188.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.3% |
| 7D | +3.6% | +1.8% | +1.8% | +2.4% |
| 30D | -16.7% | 0.0% | -16.7% | -16.9% |
| 3M | -1.1% | +18.0% | -19.0% | -11.6% |
| 6M | +27.8% | +17.0% | +10.9% | +14.6% |
| YTD | +23.3% | +11.1% | +12.2% | +13.4% |
| 1Y | +38.2% | +8.0% | +30.2% | +29.3% |
| All | +237.5% | +49.0% | +188.5% | +171.4% |
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