+66.6%
VT vs RJF
+106.8%
-40.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +1.0% | -1.3% | +2.2% | +1.3% |
| 3M | +2.4% | +18.9% | -16.5% | -4.1% |
| 6M | +12.0% | +15.0% | -3.0% | +6.0% |
| YTD | +15.3% | +12.2% | +3.1% | +9.6% |
| 1Y | +22.6% | +5.6% | +17.0% | +18.9% |
| 3Y | +74.7% | +74.9% | -0.2% | +36.4% |
| All | +66.6% | +106.8% | -40.2% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling