+373.4%
VST vs JAAA
+18.9%
+354.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +2.9% |
| 7D | +8.9% | +0.2% | +8.7% | +7.4% |
| 30D | +6.2% | +0.5% | +5.7% | +1.7% |
| 3M | -2.7% | +1.3% | -4.0% | -12.4% |
| 6M | -8.4% | +2.7% | -11.0% | -26.2% |
| YTD | -7.2% | +3.2% | -10.4% | -28.5% |
| 1Y | -20.9% | +4.9% | -25.8% | -47.2% |
| All | +373.4% | +18.9% | +354.5% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling