+165.8%
VXUS vs RJF
+763.9%
-598.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.3% | +1.5% | +0.8% | +1.7% |
| 30D | -2.2% | +6.7% | -8.9% | -4.7% |
| 3M | -5.4% | -7.3% | +1.9% | -2.9% |
| 6M | -1.2% | +9.8% | -11.0% | -5.3% |
| YTD | +10.4% | +5.6% | +4.7% | +6.9% |
| 1Y | +11.8% | +2.3% | +9.6% | +9.5% |
| 3Y | +68.4% | +73.6% | -5.2% | +30.6% |
| 5Y | +45.9% | +79.9% | -34.0% | +8.4% |
| 10Y | +144.7% | +328.8% | -184.1% | +15.8% |
| All | +165.8% | +763.9% | -598.1% | -18.7% |
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 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