+1.5%
VSAT vs RJF
+429.3%
-427.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | -2.7% | +1.4% | +0.4% |
| 30D | -14.8% | -4.3% | -10.6% | -12.5% |
| 3M | +2.2% | +15.7% | -13.5% | -7.9% |
| 6M | +60.2% | +17.8% | +42.4% | +41.8% |
| YTD | +115.6% | +9.2% | +106.5% | +101.0% |
| 1Y | +132.9% | +2.8% | +130.1% | +126.5% |
| 3Y | +216.1% | +69.5% | +146.6% | +124.2% |
| 5Y | +52.9% | +105.9% | -53.0% | -6.6% |
| All | +1.5% | +429.3% | -427.8% | -67.4% |
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