-12.8%
VRSK vs JAAA
+2.7%
-15.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -7.7% | +0.1% | -7.8% | -8.1% |
| 30D | -2.8% | +0.4% | -3.3% | -4.8% |
| 3M | -3.7% | +1.2% | -4.9% | -8.2% |
| 6M | -12.8% | +2.7% | -15.4% | -20.7% |
| All | -12.8% | +2.7% | -15.5% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling