+77.5%
VYM vs RJF
+104.0%
-26.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | -2.7% | +1.9% | +0.1% |
| 30D | -2.2% | -4.3% | +2.0% | -0.9% |
| 3M | +3.1% | +15.7% | -12.7% | -2.1% |
| 6M | +9.7% | +17.8% | -8.1% | +3.3% |
| YTD | +14.9% | +9.2% | +5.7% | +10.6% |
| 1Y | +17.6% | +2.8% | +14.8% | +15.4% |
| 3Y | +65.3% | +69.5% | -4.1% | +33.4% |
| All | +77.5% | +104.0% | -26.6% | +29.5% |
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