+96.3%
VTR vs RJF
+429.3%
-332.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.7% |
| 30D | +1.1% | -4.3% | +5.4% | +2.6% |
| 3M | +7.9% | +15.7% | -7.8% | +1.9% |
| 6M | +6.2% | +17.8% | -11.6% | -0.8% |
| YTD | +17.7% | +9.2% | +8.6% | +12.4% |
| 1Y | +32.9% | +2.8% | +30.1% | +29.5% |
| 3Y | +129.7% | +69.5% | +60.2% | +76.6% |
| 5Y | +89.3% | +105.9% | -16.6% | +29.6% |
| All | +96.3% | +429.3% | -332.9% | +4.5% |
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