+3,173.1%
VMC vs RJF
+49,360.8%
-46,187.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -0.5% | +1.8% | -2.3% | -1.1% |
| 30D | -9.1% | 0.0% | -9.1% | -9.1% |
| 3M | -4.1% | +18.0% | -22.1% | -9.4% |
| 6M | -5.5% | +17.0% | -22.5% | -10.6% |
| YTD | -8.9% | +11.1% | -20.0% | -12.7% |
| 1Y | -12.9% | +8.0% | -20.9% | -15.8% |
| 3Y | +22.1% | +73.3% | -51.1% | -0.3% |
| 5Y | +52.7% | +107.4% | -54.7% | +16.4% |
| 10Y | +152.7% | +428.5% | -275.8% | +38.5% |
| All | +3,173.1% | +49,360.8% | -46,187.8% | +775.0% |
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 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