+78.0%
VSXY vs JAAA
+27.1%
+50.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.8% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | -18.7% | +0.5% | -19.2% | -20.0% |
| 3M | -4.0% | +1.3% | -5.2% | -7.7% |
| 6M | +67.5% | +2.8% | +64.7% | +53.7% |
| YTD | +39.7% | +3.3% | +36.4% | +26.7% |
| 1Y | +180.0% | +4.9% | +175.1% | +143.5% |
| 3Y | +337.3% | +19.0% | +318.3% | +230.4% |
| 5Y | +22.7% | +26.9% | -4.2% | -16.8% |
| All | +78.0% | +27.1% | +50.9% | +20.0% |
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