+43.6%
VMC vs RJF
+81.1%
-37.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | +0.6% | -6.5% | +7.1% | +3.5% |
| 6M | +2.1% | +10.3% | -8.2% | -2.7% |
| 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% | +0.1% |
| All | +43.6% | +81.1% | -37.5% | +0.6% |
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