+1,569.3%
VSAT vs RJF
+6,754.2%
-5,184.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +12.5% | -0.9% | +13.4% | +13.2% |
| 30D | +11.0% | +5.3% | +5.7% | +8.0% |
| 3M | -11.1% | -6.8% | -4.3% | -8.7% |
| 6M | +2.8% | +11.4% | -8.6% | -3.4% |
| YTD | +118.0% | +5.5% | +112.4% | +110.2% |
| 1Y | +97.1% | +3.7% | +93.4% | +92.4% |
| 3Y | +296.8% | +73.4% | +223.4% | +208.9% |
| 5Y | +38.7% | +78.3% | -39.7% | +5.6% |
| 10Y | -7.4% | +328.4% | -335.9% | -52.9% |
| All | +1,569.3% | +6,754.2% | -5,184.9% | +162.9% |
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