+194.4%
VSXY vs RJF
+7.8%
+186.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | -14.0% | -0.6% | -13.4% | -13.9% |
| 30D | -15.9% | -1.3% | -14.7% | -15.7% |
| 3M | +3.4% | +18.9% | -15.5% | -2.5% |
| 6M | +25.9% | +15.0% | +10.9% | +20.4% |
| YTD | +39.5% | +12.2% | +27.3% | +35.8% |
| 1Y | +194.4% | +5.6% | +188.7% | +179.2% |
| All | +194.4% | +7.8% | +186.5% | +179.2% |
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