+297.8%
VTI vs RJF
+429.3%
-131.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.9% | -2.7% | +1.8% | +0.2% |
| 30D | -1.4% | -4.3% | +2.8% | +0.3% |
| 3M | +3.6% | +15.7% | -12.1% | -2.9% |
| 6M | +13.6% | +17.8% | -4.2% | +5.4% |
| YTD | +12.9% | +9.2% | +3.7% | +7.7% |
| 1Y | +17.2% | +2.8% | +14.4% | +14.4% |
| 3Y | +75.7% | +69.5% | +6.2% | +35.8% |
| 5Y | +75.4% | +105.9% | -30.5% | +21.9% |
| All | +297.8% | +429.3% | -131.5% | +85.6% |
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