+1,439.4%
VRT vs JAAA
+29.3%
+1,410.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.2% |
| 7D | +9.1% | +0.2% | +8.9% | +8.7% |
| 30D | +0.9% | +0.5% | +0.4% | -0.4% |
| 3M | -13.4% | +1.3% | -14.6% | -16.0% |
| 6M | +11.7% | +2.7% | +9.0% | +4.7% |
| YTD | +73.2% | +3.2% | +70.1% | +60.7% |
| 1Y | +123.4% | +4.9% | +118.5% | +100.1% |
| 3Y | +606.2% | +19.0% | +587.2% | +522.5% |
| 5Y | +899.9% | +26.8% | +873.1% | +793.7% |
| All | +1,439.4% | +29.3% | +1,410.2% | +1,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling