-78.9%
VFC vs JAAA
+29.3%
-108.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -14.0% | +0.4% | -14.4% | -15.3% |
| 3M | -22.6% | +1.2% | -23.8% | -25.8% |
| 6M | -24.7% | +2.7% | -27.4% | -31.3% |
| YTD | -29.0% | +3.2% | -32.1% | -36.3% |
| 1Y | -13.8% | +4.8% | -18.6% | -26.5% |
| 3Y | -28.2% | +19.0% | -47.2% | -50.3% |
| 5Y | -79.0% | +26.8% | -105.8% | -86.7% |
| All | -78.9% | +29.3% | -108.2% | -88.0% |
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