+47.7%
VMC vs RJF
+106.2%
-58.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.0% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -12.3% | -2.0% | -10.2% | -11.5% |
| 3M | -10.3% | +16.3% | -26.6% | -16.3% |
| 6M | -8.6% | +16.9% | -25.5% | -15.1% |
| YTD | -11.9% | +10.4% | -22.3% | -16.6% |
| 1Y | -13.9% | +7.4% | -21.3% | -17.7% |
| 3Y | +18.2% | +72.2% | -54.1% | -11.7% |
| 5Y | +47.7% | +105.1% | -57.4% | -0.8% |
| All | +47.7% | +106.2% | -58.4% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling