+1,573.8%
VSAT vs RJF
+7,186.9%
-5,613.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.7% |
| 7D | +11.8% | -0.6% | +12.4% | +12.1% |
| 30D | -7.0% | -1.3% | -5.8% | -6.6% |
| 3M | +3.3% | +18.9% | -15.6% | -5.1% |
| 6M | +57.4% | +15.0% | +42.4% | +46.4% |
| YTD | +118.6% | +12.2% | +106.4% | +105.9% |
| 1Y | +150.2% | +5.6% | +144.6% | +143.1% |
| 3Y | +160.7% | +74.9% | +85.9% | +103.5% |
| 5Y | +51.2% | +106.6% | -55.5% | +8.0% |
| 10Y | -0.7% | +433.1% | -433.7% | -53.7% |
| All | +1,573.8% | +7,186.9% | -5,613.1% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling