+402.8%
VUG vs RJF
+326.9%
+75.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | -6.3% | +7.2% | -13.5% | -9.0% |
| 3M | -6.0% | -6.5% | +0.5% | -3.7% |
| 6M | -3.5% | +10.3% | -13.8% | -7.9% |
| YTD | +3.9% | +6.5% | -2.6% | 0.0% |
| 1Y | +5.1% | +6.1% | -1.0% | +1.2% |
| 3Y | +77.9% | +74.9% | +3.0% | +36.9% |
| 5Y | +62.4% | +81.3% | -18.9% | +21.0% |
| All | +402.8% | +326.9% | +75.9% | +165.4% |
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