-20.9%
VST vs RJF
+7.8%
-28.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.5% |
| 7D | +8.9% | -0.6% | +9.5% | +8.9% |
| 30D | +6.2% | -1.3% | +7.5% | +6.2% |
| 3M | -2.7% | +18.9% | -21.6% | -3.3% |
| 6M | -8.4% | +15.0% | -23.4% | -8.6% |
| YTD | -7.2% | +12.2% | -19.4% | -7.9% |
| 1Y | -20.9% | +5.6% | -26.5% | -21.6% |
| All | -20.9% | +7.8% | -28.7% | -21.6% |
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 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