+608.4%
VST vs RJF
+81.1%
+527.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +6.6% | +3.6% | +3.0% | +5.1% |
| 30D | -12.4% | +7.2% | -19.6% | -15.4% |
| 3M | -9.0% | -6.5% | -2.5% | -6.8% |
| 6M | -6.4% | +10.3% | -16.8% | -11.7% |
| YTD | -17.2% | +6.5% | -23.7% | -21.4% |
| 1Y | -22.0% | +6.1% | -28.1% | -26.0% |
| 3Y | +296.7% | +74.9% | +221.8% | +208.5% |
| All | +608.4% | +81.1% | +527.3% | +434.9% |
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