+145.7%
VMC vs RJF
+429.3%
-283.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.8% | -2.7% | -1.1% | -2.5% |
| 30D | -9.7% | -4.3% | -5.4% | -7.9% |
| 3M | -9.6% | +15.7% | -25.4% | -15.7% |
| 6M | -4.8% | +17.8% | -22.6% | -12.1% |
| YTD | -10.9% | +9.2% | -20.1% | -15.3% |
| 1Y | -15.6% | +2.8% | -18.4% | -17.7% |
| 3Y | +19.3% | +69.5% | -50.1% | -9.8% |
| 5Y | +48.0% | +105.9% | -57.9% | +0.2% |
| All | +145.7% | +429.3% | -283.6% | -2.0% |
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