+112.0%
VSH vs RJF
+7.8%
+104.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | -4.2% | -1.3% | -2.9% | -3.9% |
| 3M | -50.0% | +18.9% | -68.9% | -53.5% |
| 6M | +80.2% | +15.0% | +65.1% | +69.0% |
| YTD | +121.1% | +12.2% | +108.9% | +106.4% |
| 1Y | +112.0% | +5.6% | +106.4% | +101.0% |
| All | +112.0% | +7.8% | +104.2% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling