-65.5%
VFC vs JAAA
+30.3%
-95.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | +25.5% | +0.4% | +25.1% | +23.6% |
| 3M | +41.3% | +1.2% | +40.1% | +35.5% |
| 6M | +22.2% | +2.3% | +19.9% | +12.9% |
| YTD | +16.4% | +4.0% | +12.4% | +1.7% |
| 1Y | +38.4% | +4.8% | +33.6% | +17.7% |
| 3Y | +56.2% | +18.4% | +37.8% | +6.9% |
| 5Y | -68.2% | +27.5% | -95.7% | -80.2% |
| All | -65.5% | +30.3% | -95.8% | -80.8% |
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