+1,115.9%
VLO vs JAAA
+29.3%
+1,086.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +19.0% | +0.4% | +18.6% | +18.7% |
| 3M | +50.0% | +1.2% | +48.8% | +49.0% |
| 6M | +79.1% | +2.7% | +76.5% | +76.5% |
| YTD | +140.3% | +3.2% | +137.1% | +136.0% |
| 1Y | +148.3% | +4.8% | +143.5% | +141.6% |
| 3Y | +194.6% | +19.0% | +175.7% | +212.4% |
| 5Y | +609.6% | +26.8% | +582.8% | +680.6% |
| All | +1,115.9% | +29.3% | +1,086.6% | +1,149.5% |
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