+710.1%
VTV vs RJF
+2,060.7%
-1,350.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -2.1% | -4.2% | +2.1% | -0.5% |
| 30D | -1.3% | -3.6% | +2.3% | 0.0% |
| 3M | +5.6% | +15.6% | -10.0% | -0.3% |
| 6M | +12.4% | +17.6% | -5.2% | +5.2% |
| YTD | +17.6% | +9.2% | +8.4% | +12.7% |
| 1Y | +23.5% | +5.5% | +18.0% | +19.6% |
| 3Y | +67.0% | +70.3% | -3.3% | +32.5% |
| 5Y | +80.5% | +106.0% | -25.5% | +30.1% |
| 10Y | +230.6% | +425.1% | -194.5% | +60.2% |
| All | +710.1% | +2,060.7% | -1,350.7% | +98.8% |
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