+25.3%
VLTO vs JAAA
+18.4%
+6.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.8% |
| 7D | -2.3% | +0.2% | -2.5% | -2.8% |
| 30D | -0.9% | +0.5% | -1.4% | -2.5% |
| 3M | +13.8% | +1.3% | +12.6% | +9.5% |
| 6M | +2.0% | +2.7% | -0.7% | -5.9% |
| YTD | -3.2% | +3.2% | -6.4% | -12.1% |
| 1Y | -9.2% | +4.9% | -14.1% | -21.7% |
| All | +25.3% | +18.4% | +6.9% | +8.9% |
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