+71.6%
VZ vs RJF
+334.0%
-262.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.9% | -0.9% | +1.9% | +1.1% |
| 30D | +8.9% | +5.3% | +3.6% | +7.9% |
| 3M | +0.1% | -6.8% | +7.0% | +1.2% |
| 6M | +1.9% | +11.4% | -9.5% | -0.1% |
| YTD | +22.0% | +5.5% | +16.5% | +20.2% |
| 1Y | +22.1% | +3.7% | +18.5% | +20.6% |
| 3Y | +58.7% | +73.4% | -14.7% | +39.7% |
| 5Y | +22.3% | +78.3% | -56.0% | +5.4% |
| 10Y | +71.6% | +328.4% | -256.8% | +25.1% |
| All | +71.6% | +334.0% | -262.4% | +25.1% |
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