+224.6%
VT vs RJF
+334.0%
-109.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -1.7% | +5.3% | -7.1% | -3.8% |
| 3M | -2.3% | -6.8% | +4.5% | +0.1% |
| 6M | +1.5% | +11.4% | -9.9% | -3.2% |
| YTD | +12.0% | +5.5% | +6.5% | +8.5% |
| 1Y | +12.9% | +3.7% | +9.2% | +9.9% |
| 3Y | +74.9% | +73.4% | +1.5% | +36.0% |
| 5Y | +59.9% | +78.3% | -18.4% | +20.0% |
| 10Y | +224.6% | +328.4% | -103.8% | +70.7% |
| All | +224.6% | +334.0% | -109.4% | +70.7% |
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