+317.6%
VOO vs RJF
+429.3%
-111.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -2.7% | +1.9% | +0.3% |
| 30D | -1.1% | -4.3% | +3.2% | +0.6% |
| 3M | +3.9% | +15.7% | -11.8% | -2.4% |
| 6M | +13.6% | +17.8% | -4.2% | +5.7% |
| YTD | +12.7% | +9.2% | +3.5% | +7.6% |
| 1Y | +17.6% | +2.8% | +14.8% | +14.8% |
| 3Y | +77.3% | +69.5% | +7.9% | +37.7% |
| 5Y | +84.1% | +105.9% | -21.8% | +28.6% |
| All | +317.6% | +429.3% | -111.7% | +97.2% |
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