+646.6%
VST vs JAAA
+30.2%
+616.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.4% |
| 7D | -9.8% | +0.2% | -10.0% | -10.2% |
| 30D | -25.1% | +0.4% | -25.6% | -26.1% |
| 3M | -11.6% | +1.2% | -12.8% | -14.6% |
| 6M | -20.9% | +2.3% | -23.3% | -26.0% |
| YTD | -22.3% | +3.9% | -26.2% | -30.3% |
| 1Y | -32.0% | +4.8% | -36.8% | -40.5% |
| 3Y | +262.4% | +18.5% | +243.9% | +177.5% |
| 5Y | +563.4% | +27.5% | +535.9% | +391.6% |
| All | +646.6% | +30.2% | +616.4% | +377.5% |
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