+379.7%
VRT vs JAAA
+18.5%
+361.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -4.0% |
| 7D | +10.5% | +0.1% | +10.4% | +9.5% |
| 30D | -9.3% | +0.4% | -9.7% | -12.9% |
| 3M | -29.6% | +1.2% | -30.8% | -37.1% |
| 6M | -45.4% | +2.3% | -47.7% | -55.9% |
| YTD | +24.8% | +4.0% | +20.8% | -13.2% |
| 1Y | +23.6% | +4.8% | +18.8% | -19.9% |
| 3Y | +379.7% | +18.4% | +361.2% | +131.0% |
| All | +379.7% | +18.5% | +361.2% | +131.0% |
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