+94.8%
V vs JAAA
+29.3%
+65.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | +1.2% | +0.4% | +0.8% | +0.6% |
| 3M | +13.9% | +1.2% | +12.7% | +11.9% |
| 6M | +17.2% | +2.7% | +14.6% | +12.9% |
| YTD | +5.3% | +3.2% | +2.2% | +0.8% |
| 1Y | +9.5% | +4.8% | +4.6% | +2.5% |
| 3Y | +51.9% | +19.0% | +32.9% | +30.0% |
| 5Y | +69.6% | +26.8% | +42.8% | +38.7% |
| All | +94.8% | +29.3% | +65.5% | +43.7% |
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