+644.6%
VRT vs JAAA
+18.9%
+625.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | +0.1% | +13.5% | +12.6% |
| 30D | +6.8% | +0.5% | +6.3% | +2.5% |
| 3M | -3.2% | +1.2% | -4.4% | -13.3% |
| 6M | +20.3% | +2.8% | +17.5% | -6.7% |
| YTD | +79.6% | +3.2% | +76.4% | +35.4% |
| 1Y | +139.0% | +4.8% | +134.2% | +57.1% |
| 3Y | +644.6% | +19.0% | +625.6% | +297.8% |
| All | +644.6% | +18.9% | +625.8% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling