+488.7%
VYM vs RJF
+949.4%
-460.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | +3.1% | +15.7% | -12.7% | -2.3% |
| 6M | +9.7% | +17.8% | -8.1% | +3.2% |
| YTD | +14.9% | +9.2% | +5.7% | +10.5% |
| 1Y | +17.6% | +2.8% | +14.8% | +15.3% |
| 3Y | +65.3% | +69.5% | -4.1% | +34.0% |
| 5Y | +78.7% | +105.9% | -27.2% | +32.7% |
| 10Y | +208.2% | +424.9% | -216.6% | +59.6% |
| All | +488.7% | +949.4% | -460.7% | +97.5% |
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 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