+81.7%
VRT vs RJF
+6.3%
+75.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.3% |
| 7D | -7.7% | -4.2% | -3.5% | -6.5% |
| 30D | -12.0% | -3.6% | -8.3% | -11.0% |
| 3M | -11.7% | +15.6% | -27.3% | -15.8% |
| 6M | -8.1% | +17.6% | -25.7% | -13.2% |
| YTD | +53.2% | +9.2% | +44.0% | +48.1% |
| 1Y | +81.7% | +5.5% | +76.1% | +73.2% |
| All | +81.7% | +6.3% | +75.4% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling