-0.7%
VUG vs RJF
+5.4%
-6.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.0% |
| 7D | -7.1% | +2.2% | -9.3% | -7.5% |
| 30D | -12.1% | +3.4% | -15.5% | -12.6% |
| 3M | -8.1% | -8.7% | +0.6% | -6.2% |
| 6M | -3.2% | +4.1% | -7.3% | -3.9% |
| YTD | +0.5% | +3.7% | -3.3% | -1.9% |
| 1Y | -0.7% | +4.4% | -5.1% | -3.3% |
| All | -0.7% | +5.4% | -6.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling