-20.7%
VFC vs JAAA
+18.9%
-39.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.8% | +0.1% | +0.7% | 0.0% |
| 30D | -11.9% | +0.5% | -12.4% | -15.3% |
| 3M | -20.2% | +1.2% | -21.4% | -28.0% |
| 6M | -23.0% | +2.8% | -25.8% | -39.5% |
| YTD | -26.2% | +3.2% | -29.4% | -43.6% |
| 1Y | -13.3% | +4.8% | -18.2% | -42.1% |
| All | -20.7% | +18.9% | -39.6% | -49.6% |
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