+7.2%
VNQ vs RJF
+104.0%
-96.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | -2.6% | -4.3% | +1.7% | -1.3% |
| 3M | -2.0% | +15.7% | -17.8% | -6.6% |
| 6M | +4.3% | +17.8% | -13.5% | -1.3% |
| YTD | +9.2% | +9.2% | +0.1% | +5.3% |
| 1Y | +5.6% | +2.8% | +2.8% | +3.7% |
| 3Y | +30.8% | +69.5% | -38.6% | +5.0% |
| All | +7.2% | +104.0% | -96.8% | -19.0% |
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 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