+148.6%
VXUS vs RJF
+323.1%
-174.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -1.2% | +5.3% | -6.5% | -2.9% |
| 3M | -3.8% | -6.8% | +3.0% | -1.7% |
| 6M | -1.7% | +11.4% | -13.1% | -5.7% |
| YTD | +11.4% | +5.5% | +5.9% | +8.3% |
| 1Y | +13.3% | +3.7% | +9.7% | +10.8% |
| 3Y | +70.0% | +73.4% | -3.4% | +35.5% |
| 5Y | +48.1% | +78.3% | -30.3% | +14.0% |
| All | +148.6% | +323.1% | -174.5% | +38.1% |
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