+78.0%
VSXY vs RJF
+116.4%
-38.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.1% | -2.7% | +2.8% | +2.1% |
| 30D | -18.7% | -4.3% | -14.4% | -16.5% |
| 3M | -4.0% | +15.7% | -19.7% | -15.3% |
| 6M | +67.5% | +17.8% | +49.7% | +44.6% |
| YTD | +39.7% | +9.2% | +30.5% | +27.5% |
| 1Y | +180.0% | +2.8% | +177.2% | +166.3% |
| 3Y | +337.3% | +69.5% | +267.8% | +176.1% |
| 5Y | +22.7% | +105.9% | -83.3% | -30.5% |
| All | +78.0% | +116.4% | -38.4% | +1.3% |
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