+822.6%
VOO vs RJF
+1,252.4%
-429.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +0.5% | +1.8% | -1.2% | -0.2% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +3.9% | +18.0% | -14.1% | -3.2% |
| 6M | +14.5% | +17.0% | -2.4% | +6.8% |
| YTD | +13.0% | +11.1% | +1.8% | +7.0% |
| 1Y | +19.4% | +8.0% | +11.5% | +14.2% |
| 3Y | +78.9% | +73.3% | +5.6% | +37.8% |
| 5Y | +82.3% | +107.4% | -25.1% | +27.3% |
| 10Y | +314.2% | +428.5% | -114.3% | +82.4% |
| All | +822.6% | +1,252.4% | -429.8% | +152.1% |
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