+1,112.0%
VST vs RJF
+367.7%
+744.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.8% | +11.0% |
| 7D | -9.8% | +3.6% | -13.4% | -11.5% |
| 30D | -25.1% | +3.5% | -28.7% | -26.6% |
| 3M | -11.6% | -8.9% | -2.7% | -8.8% |
| 6M | -20.9% | +2.9% | -23.8% | -22.9% |
| YTD | -22.3% | +2.8% | -25.1% | -24.9% |
| 1Y | -32.0% | +2.7% | -34.7% | -34.3% |
| 3Y | +262.4% | +69.3% | +193.1% | +188.1% |
| 5Y | +563.4% | +75.0% | +488.3% | +406.9% |
| All | +1,112.0% | +367.7% | +744.4% | +592.3% |
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