+1,002.6%
VST vs RJF
+380.5%
+622.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +188.3% |
| 5Y | +563.4% | +75.0% | +488.3% | +407.3% |
| 10Y | +1,120.7% | +378.5% | +742.2% | +546.1% |
| All | +1,002.6% | +380.5% | +622.0% | +484.3% |
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 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