+25.0%
VSXY vs RJF
+104.0%
-79.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.4% |
| 3M | -4.0% | +15.7% | -19.7% | -15.4% |
| 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% | +166.2% |
| 3Y | +337.3% | +69.5% | +267.8% | +175.3% |
| All | +25.0% | +104.0% | -79.0% | -30.2% |
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 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