+116.3%
VSAT vs JAAA
+29.3%
+87.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | -12.2% | +0.4% | -12.7% | -12.4% |
| 3M | +20.6% | +1.2% | +19.4% | +20.0% |
| 6M | +60.2% | +2.7% | +57.5% | +58.5% |
| YTD | +115.3% | +3.2% | +112.1% | +113.2% |
| 1Y | +154.6% | +4.8% | +149.7% | +153.0% |
| 3Y | +211.2% | +19.0% | +192.2% | +286.0% |
| 5Y | +52.7% | +26.8% | +25.9% | +117.1% |
| All | +116.3% | +29.3% | +87.0% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling