+52.5%
V vs JAAA
+18.9%
+33.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.4% |
| 30D | +1.9% | +0.5% | +1.4% | +0.3% |
| 3M | +15.5% | +1.2% | +14.3% | +10.8% |
| 6M | +16.6% | +2.8% | +13.8% | +5.9% |
| YTD | +5.7% | +3.2% | +2.6% | -5.0% |
| 1Y | +8.6% | +4.8% | +3.7% | -7.6% |
| 3Y | +52.5% | +19.0% | +33.5% | +26.9% |
| All | +52.5% | +18.9% | +33.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling