+588.9%
VST vs RJF
+73.7%
+515.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.8% | +11.1% |
| 7D | -9.8% | +3.6% | -13.4% | -11.5% |
| 30D | -25.1% | +3.5% | -28.7% | -26.7% |
| 3M | -11.6% | -8.9% | -2.7% | -8.5% |
| 6M | -20.9% | +2.9% | -23.8% | -23.1% |
| YTD | -22.3% | +2.8% | -25.1% | -25.2% |
| 1Y | -32.0% | +2.7% | -34.7% | -34.6% |
| 3Y | +262.4% | +69.3% | +193.1% | +185.8% |
| All | +588.9% | +73.7% | +515.2% | +430.0% |
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 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