+377.4%
VT vs RJF
+1,120.2%
-742.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +1.0% | -1.3% | +2.2% | +1.4% |
| 3M | +2.4% | +18.9% | -16.5% | -4.4% |
| 6M | +12.0% | +15.0% | -3.0% | +5.6% |
| YTD | +15.3% | +12.2% | +3.1% | +9.4% |
| 1Y | +22.6% | +5.6% | +17.0% | +18.7% |
| 3Y | +74.7% | +74.9% | -0.2% | +37.0% |
| 5Y | +66.1% | +106.6% | -40.5% | +19.8% |
| 10Y | +225.0% | +433.1% | -208.1% | +53.9% |
| All | +377.4% | +1,120.2% | -742.7% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling