+47.1%
VSAT vs RJF
+106.2%
-59.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.5% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -14.7% | -2.0% | -12.7% | -13.6% |
| 3M | +13.2% | +16.3% | -3.2% | +0.8% |
| 6M | +57.4% | +16.9% | +40.5% | +38.8% |
| YTD | +110.0% | +10.4% | +99.5% | +93.3% |
| 1Y | +134.4% | +7.4% | +127.0% | +120.7% |
| 3Y | +203.5% | +72.2% | +131.3% | +109.3% |
| 5Y | +47.1% | +105.1% | -58.0% | -6.3% |
| All | +47.1% | +106.2% | -59.0% | -6.3% |
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