+78.2%
VSXY vs JAAA
+27.0%
+51.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.6% |
| 7D | -10.7% | +0.1% | -10.8% | -11.0% |
| 30D | -24.3% | +0.5% | -24.7% | -25.3% |
| 3M | +1.0% | +1.2% | -0.2% | -2.9% |
| 6M | +57.4% | +2.7% | +54.6% | +44.7% |
| YTD | +39.8% | +3.2% | +36.6% | +27.0% |
| 1Y | +196.5% | +4.8% | +191.7% | +158.7% |
| 3Y | +357.2% | +19.0% | +338.3% | +246.0% |
| 5Y | +18.9% | +26.8% | -7.9% | -19.0% |
| All | +78.2% | +27.0% | +51.1% | +20.4% |
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 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