+25.5%
VZ vs RJF
+106.8%
-81.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +7.9% | -1.3% | +9.1% | +8.0% |
| 3M | +13.6% | +18.9% | -5.2% | +11.6% |
| 6M | +1.1% | +15.0% | -13.9% | -0.5% |
| YTD | +29.3% | +12.2% | +17.1% | +27.3% |
| 1Y | +21.2% | +5.6% | +15.6% | +20.2% |
| 3Y | +75.9% | +74.9% | +1.0% | +59.1% |
| All | +25.5% | +106.8% | -81.3% | +10.3% |
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