+684.7%
VST vs JAAA
+30.2%
+654.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.2% |
| 7D | -6.0% | +0.1% | -6.1% | -6.2% |
| 30D | -18.8% | +0.4% | -19.2% | -19.8% |
| 3M | -8.0% | +1.2% | -9.2% | -11.0% |
| 6M | -10.9% | +2.3% | -13.2% | -16.5% |
| YTD | -18.3% | +3.9% | -22.3% | -26.8% |
| 1Y | -29.9% | +4.8% | -34.7% | -38.6% |
| 3Y | +290.3% | +18.5% | +271.8% | +198.7% |
| 5Y | +635.3% | +27.5% | +607.8% | +444.4% |
| All | +684.7% | +30.2% | +654.5% | +401.3% |
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 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