+219.2%
VT vs RJF
+343.7%
-124.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.1% | +4.0% | -4.1% | -1.6% |
| 30D | -3.1% | +6.1% | -9.2% | -5.3% |
| 3M | -3.5% | -5.8% | +2.3% | -1.5% |
| 6M | +0.5% | +9.7% | -9.2% | -3.7% |
| YTD | +10.8% | +6.2% | +4.6% | +7.0% |
| 1Y | +11.9% | +5.3% | +6.6% | +8.3% |
| 3Y | +73.0% | +74.4% | -1.5% | +34.2% |
| 5Y | +58.6% | +81.6% | -23.0% | +18.2% |
| 10Y | +219.2% | +333.6% | -114.4% | +68.0% |
| All | +219.2% | +343.7% | -124.5% | +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