+631.1%
VRT vs JAAA
+27.3%
+603.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.2% |
| 7D | -17.7% | +0.1% | -17.8% | -17.9% |
| 30D | -20.0% | +0.4% | -20.4% | -20.9% |
| 3M | -28.1% | +1.2% | -29.2% | -30.3% |
| 6M | -42.8% | +2.3% | -45.2% | -46.2% |
| YTD | +20.0% | +3.9% | +16.0% | +8.6% |
| 1Y | +3.5% | +4.8% | -1.3% | -8.0% |
| 3Y | +366.1% | +18.5% | +347.6% | +302.1% |
| All | +631.1% | +27.3% | +603.7% | +497.7% |
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 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