+221.8%
VT vs RJF
+326.9%
-105.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.4% | +3.6% | -1.2% | +1.0% |
| 30D | -1.5% | +7.2% | -8.7% | -4.2% |
| 3M | -4.1% | -6.5% | +2.4% | -1.9% |
| 6M | +0.6% | +10.3% | -9.7% | -3.8% |
| YTD | +11.0% | +6.5% | +4.5% | +7.1% |
| 1Y | +13.3% | +6.1% | +7.2% | +9.4% |
| 3Y | +73.4% | +74.9% | -1.5% | +34.3% |
| 5Y | +57.4% | +81.3% | -23.9% | +17.3% |
| All | +221.8% | +326.9% | -105.1% | +68.0% |
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