+298.8%
ROIV vs JAAA
+28.4%
+270.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.8% | +18.8% |
| 7D | +20.2% | +0.1% | +20.1% | +20.2% |
| 30D | +14.1% | +0.5% | +13.7% | +14.4% |
| 3M | +45.6% | +1.2% | +44.4% | +46.5% |
| 6M | +44.1% | +2.8% | +41.3% | +46.2% |
| YTD | +91.2% | +3.2% | +88.0% | +94.4% |
| 1Y | +221.3% | +4.8% | +216.5% | +230.5% |
| 3Y | +229.2% | +19.0% | +210.2% | +325.7% |
| 5Y | +316.5% | +26.8% | +289.6% | +511.1% |
| All | +298.8% | +28.4% | +270.4% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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