+78.2%
VSXY vs RJF
+118.9%
-40.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.1% |
| 7D | -10.7% | -0.3% | -10.4% | -10.9% |
| 30D | -24.3% | -2.0% | -22.2% | -23.5% |
| 3M | +1.0% | +16.3% | -15.3% | -11.2% |
| 6M | +57.4% | +16.9% | +40.4% | +36.8% |
| YTD | +39.8% | +10.4% | +29.3% | +26.6% |
| 1Y | +196.5% | +7.4% | +189.1% | +172.3% |
| 3Y | +357.2% | +72.2% | +285.0% | +185.1% |
| 5Y | +18.9% | +105.1% | -86.2% | -32.6% |
| All | +78.2% | +118.9% | -40.8% | +0.6% |
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