+614.6%
VLO vs JAAA
+26.7%
+587.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | +23.5% | +0.5% | +23.0% | +23.2% |
| 3M | +53.9% | +1.2% | +52.6% | +52.7% |
| 6M | +81.7% | +2.7% | +78.9% | +78.6% |
| YTD | +142.5% | +3.2% | +139.3% | +137.7% |
| 1Y | +145.4% | +4.8% | +140.6% | +138.0% |
| 3Y | +197.3% | +19.0% | +178.3% | +217.9% |
| 5Y | +614.6% | +26.8% | +587.8% | +670.2% |
| All | +614.6% | +26.7% | +587.9% | +670.2% |
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