+175.8%
VSH vs RJF
+429.5%
-253.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | +3.1% | -4.2% | +7.3% | +5.9% |
| 30D | -5.7% | -3.6% | -2.1% | -3.7% |
| 3M | -42.5% | +15.6% | -58.1% | -48.6% |
| 6M | +82.7% | +17.6% | +65.1% | +60.8% |
| YTD | +118.2% | +9.2% | +109.0% | +100.7% |
| 1Y | +109.7% | +5.5% | +104.1% | +97.3% |
| 3Y | +35.3% | +70.3% | -35.0% | -7.2% |
| 5Y | +65.6% | +106.0% | -40.4% | -4.0% |
| All | +175.8% | +429.5% | -253.7% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling