+89.3%
VMC vs JAAA
+29.3%
+60.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -4.3% | +0.2% | -4.5% | -4.5% |
| 30D | -8.2% | +0.5% | -8.8% | -8.8% |
| 3M | -7.0% | +1.3% | -8.3% | -8.2% |
| 6M | -10.8% | +2.7% | -13.4% | -13.1% |
| YTD | -7.4% | +3.2% | -10.6% | -10.2% |
| 1Y | -9.5% | +4.9% | -14.4% | -13.5% |
| 3Y | +20.5% | +19.0% | +1.5% | +8.9% |
| 5Y | +51.6% | +26.8% | +24.8% | +32.7% |
| All | +89.3% | +29.3% | +60.0% | +57.6% |
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