+183.8%
VXUS vs RJF
+817.5%
-633.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +2.2% | -1.3% | +3.4% | +2.6% |
| 3M | +3.0% | +18.9% | -15.9% | -3.9% |
| 6M | +10.7% | +15.0% | -4.4% | +4.3% |
| YTD | +17.8% | +12.2% | +5.6% | +11.7% |
| 1Y | +27.6% | +5.6% | +21.9% | +23.4% |
| 3Y | +73.3% | +74.9% | -1.6% | +34.1% |
| 5Y | +54.3% | +106.6% | -52.3% | +8.6% |
| 10Y | +149.8% | +433.1% | -283.2% | +7.1% |
| All | +183.8% | +817.5% | -633.7% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling