+110.3%
VSH vs JAAA
+29.4%
+81.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.1% | +5.9% |
| 7D | +4.8% | +0.1% | +4.7% | +4.5% |
| 30D | -0.7% | +0.5% | -1.2% | -2.2% |
| 3M | -43.1% | +1.3% | -44.3% | -45.0% |
| 6M | +91.8% | +2.8% | +89.0% | +77.8% |
| YTD | +131.6% | +3.3% | +128.4% | +112.5% |
| 1Y | +118.1% | +4.9% | +113.2% | +92.6% |
| 3Y | +40.9% | +19.0% | +21.9% | +13.0% |
| 5Y | +75.8% | +26.9% | +48.9% | +33.6% |
| All | +110.3% | +29.4% | +81.0% | +40.5% |
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