+67.7%
V vs JAAA
+26.7%
+41.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +1.9% | +0.5% | +1.4% | +1.3% |
| 3M | +13.2% | +1.2% | +12.0% | +11.4% |
| 6M | +16.7% | +2.7% | +14.0% | +12.7% |
| YTD | +5.4% | +3.2% | +2.2% | +1.2% |
| 1Y | +7.7% | +4.8% | +2.9% | +1.5% |
| 3Y | +52.0% | +19.0% | +33.0% | +35.3% |
| 5Y | +67.7% | +26.8% | +41.0% | +44.7% |
| All | +67.7% | +26.7% | +41.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling