+349.1%
VT vs RJF
+1,014.2%
-665.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.7% |
| 7D | -2.3% | +3.6% | -5.9% | -3.6% |
| 30D | -5.0% | +3.5% | -8.5% | -6.3% |
| 3M | -4.9% | -9.2% | +4.3% | -1.6% |
| 6M | -1.5% | +2.5% | -4.1% | -3.1% |
| YTD | +8.5% | +2.5% | +6.0% | +6.3% |
| 1Y | +11.4% | +2.3% | +9.1% | +9.1% |
| 3Y | +70.1% | +68.7% | +1.4% | +35.2% |
| 5Y | +53.7% | +74.4% | -20.7% | +18.1% |
| 10Y | +220.0% | +376.9% | -156.9% | +57.9% |
| All | +349.1% | +1,014.2% | -665.2% | +34.1% |
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