+67.0%
VSH vs JAAA
+26.7%
+40.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +3.5% | +0.1% | +3.4% | +3.2% |
| 30D | -4.4% | +0.5% | -4.8% | -5.6% |
| 3M | -45.8% | +1.2% | -47.1% | -47.7% |
| 6M | +90.1% | +2.7% | +87.4% | +76.2% |
| YTD | +120.3% | +3.2% | +117.1% | +102.0% |
| 1Y | +112.2% | +4.8% | +107.4% | +87.4% |
| 3Y | +36.6% | +19.0% | +17.6% | +11.8% |
| 5Y | +67.0% | +26.8% | +40.2% | +28.3% |
| All | +67.0% | +26.7% | +40.3% | +28.3% |
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