+791.7%
VST vs JAAA
+29.3%
+762.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.3% |
| 7D | +8.9% | +0.2% | +8.7% | +8.4% |
| 30D | +6.2% | +0.5% | +5.7% | +4.6% |
| 3M | -2.7% | +1.3% | -4.0% | -6.2% |
| 6M | -8.4% | +2.7% | -11.0% | -14.9% |
| YTD | -7.2% | +3.2% | -10.4% | -15.1% |
| 1Y | -20.9% | +4.9% | -25.8% | -30.9% |
| 3Y | +384.0% | +19.0% | +365.0% | +276.3% |
| 5Y | +757.1% | +26.8% | +730.3% | +545.9% |
| All | +791.7% | +29.3% | +762.4% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling