+1,069.5%
VLO vs JAAA
+29.3%
+1,040.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +22.6% | +0.5% | +22.1% | +22.2% |
| 3M | +43.8% | +1.3% | +42.5% | +42.8% |
| 6M | +65.7% | +2.7% | +63.1% | +63.3% |
| YTD | +131.1% | +3.2% | +127.9% | +127.0% |
| 1Y | +143.6% | +4.9% | +138.7% | +136.9% |
| 3Y | +201.4% | +19.0% | +182.4% | +219.7% |
| 5Y | +568.9% | +26.8% | +542.1% | +635.8% |
| All | +1,069.5% | +29.3% | +1,040.2% | +1,101.8% |
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