-100.0%
VIVK vs JAAA
+29.3%
-129.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.4% | -6.4% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -42.0% | +0.5% | -42.4% | -42.6% |
| 3M | -92.5% | +1.2% | -93.7% | -92.7% |
| 6M | -98.0% | +2.7% | -100.7% | -98.1% |
| YTD | -97.9% | +3.2% | -101.1% | -98.1% |
| 1Y | -100.0% | +4.8% | -104.8% | -100.0% |
| 3Y | -100.0% | +19.0% | -119.0% | -100.0% |
| 5Y | -100.0% | +26.8% | -126.8% | -100.0% |
| All | -100.0% | +29.3% | -129.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling