+67.0%
VSH vs RJF
+106.2%
-39.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -4.4% | -2.0% | -2.4% | -3.5% |
| 3M | -45.8% | +16.3% | -62.1% | -51.3% |
| 6M | +90.1% | +16.9% | +73.2% | +69.8% |
| YTD | +120.3% | +10.4% | +109.9% | +102.8% |
| 1Y | +112.2% | +7.4% | +104.8% | +98.8% |
| 3Y | +36.6% | +72.2% | -35.6% | -1.9% |
| 5Y | +67.0% | +105.1% | -38.1% | +5.6% |
| All | +67.0% | +106.2% | -39.1% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling