+36.5%
VO vs JAAA
+27.5%
+9.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +2.2% | +0.4% | +1.8% | +1.5% |
| 3M | -2.5% | +1.2% | -3.7% | -4.3% |
| 6M | +7.0% | +2.3% | +4.6% | +3.2% |
| YTD | +14.0% | +4.0% | +10.0% | +7.4% |
| 1Y | +15.6% | +4.8% | +10.8% | +7.7% |
| 3Y | +66.2% | +18.4% | +47.7% | +41.6% |
| All | +36.5% | +27.5% | +9.0% | +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