-16.0%
VSAT vs RJF
+326.9%
-342.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.5% |
| 7D | +5.9% | +3.6% | +2.3% | +3.7% |
| 30D | +9.7% | +7.2% | +2.5% | +4.3% |
| 3M | -18.3% | -6.5% | -11.8% | -15.4% |
| 6M | -4.1% | +10.3% | -14.4% | -11.7% |
| YTD | +96.5% | +6.5% | +90.0% | +84.9% |
| 1Y | +89.3% | +6.1% | +83.1% | +79.4% |
| 3Y | +270.1% | +74.9% | +195.2% | +155.4% |
| 5Y | +26.4% | +81.3% | -55.0% | -16.6% |
| All | -16.0% | +326.9% | -342.9% | -67.1% |
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