+66.4%
VUG vs RJF
+80.1%
-13.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -1.1% | -0.9% | -0.1% | -0.6% |
| 30D | -7.0% | +5.3% | -12.4% | -9.1% |
| 3M | -3.7% | -6.8% | +3.1% | -1.0% |
| 6M | -1.6% | +11.4% | -13.1% | -6.8% |
| YTD | +5.1% | +5.5% | -0.4% | +1.3% |
| 1Y | +3.8% | +3.7% | +0.1% | +0.7% |
| 3Y | +79.9% | +73.4% | +6.4% | +33.7% |
| 5Y | +66.4% | +78.3% | -12.0% | +17.7% |
| All | +66.4% | +80.1% | -13.7% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling