-100.0%
VIVK vs JAAA
+19.0%
-119.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -40.8% | +0.5% | -41.3% | -41.6% |
| 3M | -94.1% | +1.3% | -95.4% | -94.3% |
| 6M | -98.2% | +2.8% | -101.0% | -98.3% |
| YTD | -98.0% | +3.3% | -101.3% | -98.2% |
| 1Y | -100.0% | +4.9% | -104.9% | -100.0% |
| 3Y | -100.0% | +19.0% | -119.0% | -100.0% |
| All | -100.0% | +19.0% | -119.0% | -100.0% |
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 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