+379.7%
VRT vs RJF
+76.6%
+303.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.2% |
| 7D | +10.5% | +3.6% | +6.9% | +7.9% |
| 30D | -9.3% | +7.2% | -16.6% | -14.3% |
| 3M | -29.6% | -6.5% | -23.1% | -26.4% |
| 6M | -45.4% | +10.3% | -55.7% | -50.2% |
| YTD | +24.8% | +6.5% | +18.3% | +15.5% |
| 1Y | +23.6% | +6.1% | +17.5% | +14.9% |
| 3Y | +379.7% | +74.9% | +304.8% | +204.9% |
| All | +379.7% | +76.6% | +303.0% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling