+125.7%
VMC vs RJF
+326.9%
-201.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.3% | +3.6% | -4.8% | -2.8% |
| 30D | +15.5% | +7.2% | +8.2% | +11.9% |
| 3M | +0.6% | -6.5% | +7.1% | +3.6% |
| 6M | +2.1% | +10.3% | -8.2% | -2.8% |
| YTD | -1.6% | +6.5% | -8.1% | -5.4% |
| 1Y | -1.2% | +6.1% | -7.3% | -5.0% |
| 3Y | +35.3% | +74.9% | -39.6% | +1.2% |
| 5Y | +43.6% | +81.3% | -37.7% | +3.4% |
| All | +125.7% | +326.9% | -201.2% | +3.0% |
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