+1,024.4%
VRT vs RJF
+105.7%
+918.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.5% |
| 7D | +13.6% | +1.8% | +11.9% | +11.9% |
| 30D | +6.8% | 0.0% | +6.8% | +6.4% |
| 3M | -3.2% | +18.0% | -21.2% | -16.6% |
| 6M | +20.3% | +17.0% | +3.4% | +3.9% |
| YTD | +79.6% | +11.1% | +68.5% | +60.4% |
| 1Y | +139.0% | +8.0% | +131.0% | +117.0% |
| 3Y | +644.6% | +73.3% | +571.3% | +349.9% |
| 5Y | +1,024.4% | +107.4% | +916.9% | +525.2% |
| All | +1,024.4% | +105.7% | +918.6% | +525.2% |
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 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