+2,486.9%
VRT vs RJF
+224.7%
+2,262.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -2.7% | -5.7% | -6.9% |
| 30D | -10.9% | -4.3% | -6.6% | -8.8% |
| 3M | -13.7% | +15.7% | -29.4% | -20.8% |
| 6M | -4.1% | +17.8% | -21.9% | -13.0% |
| YTD | +58.7% | +9.2% | +49.6% | +49.5% |
| 1Y | +89.6% | +2.8% | +86.9% | +84.0% |
| 3Y | +558.1% | +69.5% | +488.7% | +400.2% |
| 5Y | +953.0% | +105.9% | +847.0% | +655.7% |
| All | +2,486.9% | +224.7% | +2,262.1% | +1,376.5% |
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