+409.6%
VUG vs RJF
+429.5%
-19.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -1.9% | -4.2% | +2.3% | -0.2% |
| 30D | -1.6% | -3.6% | +2.0% | -0.2% |
| 3M | +4.4% | +15.6% | -11.3% | -1.9% |
| 6M | +13.2% | +17.6% | -4.4% | +5.4% |
| YTD | +7.5% | +9.2% | -1.7% | +2.7% |
| 1Y | +12.5% | +5.5% | +7.0% | +8.7% |
| 3Y | +86.0% | +70.3% | +15.6% | +45.2% |
| 5Y | +76.5% | +106.0% | -29.5% | +25.8% |
| All | +409.6% | +429.5% | -19.9% | +156.4% |
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