-18.9%
VST vs JAAA
+4.8%
-23.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +9.9% | +0.1% | +9.8% | +9.2% |
| 30D | +7.9% | +0.5% | +7.5% | +4.7% |
| 3M | +3.4% | +1.2% | +2.2% | -4.8% |
| 6M | -4.1% | +2.8% | -6.9% | -21.3% |
| YTD | -5.7% | +3.2% | -8.9% | -26.0% |
| 1Y | -18.9% | +4.8% | -23.7% | -50.4% |
| All | -18.9% | +4.8% | -23.7% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling