+1,357.8%
VSH vs RJF
+47,306.8%
-45,949.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.6% |
| 7D | +14.3% | +3.6% | +10.8% | +12.5% |
| 30D | -7.9% | +7.2% | -15.1% | -11.2% |
| 3M | -19.9% | -6.5% | -13.4% | -17.6% |
| 6M | -30.5% | +10.3% | -40.8% | -35.0% |
| YTD | +85.7% | +6.5% | +79.2% | +76.0% |
| 1Y | +98.9% | +6.1% | +92.8% | +89.2% |
| 3Y | +32.1% | +74.9% | -42.8% | -1.5% |
| 5Y | +39.7% | +81.3% | -41.7% | +0.1% |
| 10Y | +117.6% | +332.3% | -214.7% | +1.2% |
| All | +1,357.8% | +47,306.8% | -45,949.1% | +20.0% |
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 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