+25.0%
VSXY vs JAAA
+26.5%
-1.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +53.6% |
| YTD | +39.7% | +3.3% | +36.4% | +26.6% |
| 1Y | +180.0% | +4.9% | +175.1% | +143.2% |
| 3Y | +337.3% | +19.0% | +318.3% | +229.2% |
| All | +25.0% | +26.5% | -1.5% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling