+32.1%
VRSN vs RJF
+103.8%
-71.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | -1.9% | -2.0% | +0.1% | -1.4% |
| 3M | +1.4% | +16.3% | -15.0% | -3.0% |
| 6M | +19.0% | +16.9% | +2.1% | +13.6% |
| YTD | +19.2% | +10.4% | +8.8% | +15.0% |
| 1Y | +1.7% | +7.4% | -5.7% | -1.2% |
| 3Y | +41.4% | +72.2% | -30.8% | +13.5% |
| All | +32.1% | +103.8% | -71.7% | -2.4% |
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