-79.0%
VFC vs JAAA
+26.7%
-105.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.7% |
| 30D | -13.4% | +0.5% | -13.8% | -14.7% |
| 3M | -23.7% | +1.2% | -24.9% | -27.0% |
| 6M | -24.5% | +2.7% | -27.2% | -31.3% |
| YTD | -27.8% | +3.2% | -31.0% | -35.4% |
| 1Y | -13.5% | +4.8% | -18.3% | -26.4% |
| 3Y | -27.1% | +19.0% | -46.1% | -48.6% |
| 5Y | -79.0% | +26.8% | -105.8% | -86.3% |
| All | -79.0% | +26.7% | -105.7% | -86.3% |
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