+63.4%
VSH vs RJF
+7.8%
+55.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.3% | -9.4% | -5.3% |
| 7D | -13.6% | +7.2% | -20.8% | -13.9% |
| 30D | -30.4% | +4.9% | -35.3% | -30.4% |
| 3M | -33.3% | -5.5% | -27.7% | -32.3% |
| 6M | -15.1% | +8.0% | -23.0% | -17.0% |
| YTD | +80.2% | +6.2% | +74.1% | +69.4% |
| 1Y | +63.4% | +7.8% | +55.6% | +50.7% |
| All | +63.4% | +7.8% | +55.5% | +50.7% |
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