+70.1%
VT vs RJF
+67.6%
+2.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.6% |
| 7D | -2.3% | +3.6% | -5.9% | -3.3% |
| 30D | -5.0% | +3.5% | -8.5% | -5.9% |
| 3M | -4.9% | -8.9% | +4.0% | -2.4% |
| 6M | -1.5% | +2.9% | -4.4% | -2.7% |
| YTD | +8.5% | +2.8% | +5.7% | +6.5% |
| 1Y | +11.4% | +2.7% | +8.7% | +9.3% |
| 3Y | +70.1% | +69.3% | +0.8% | +41.8% |
| All | +70.1% | +67.6% | +2.5% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling