+124.0%
VRSK vs RJF
+429.3%
-305.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -2.7% | -2.5% | -4.4% |
| 30D | -2.3% | -4.3% | +1.9% | -1.2% |
| 3M | -2.9% | +15.7% | -18.7% | -7.0% |
| 6M | -12.8% | +17.8% | -30.6% | -17.0% |
| YTD | -20.8% | +9.2% | -30.0% | -23.2% |
| 1Y | -33.2% | +2.8% | -36.0% | -34.2% |
| 3Y | -26.6% | +69.5% | -96.0% | -39.0% |
| 5Y | -11.3% | +105.9% | -117.3% | -32.2% |
| All | +124.0% | +429.3% | -305.3% | +27.5% |
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