+57.9%
VT vs JAAA
+27.5%
+30.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | -2.5% | +0.4% | -2.9% | -3.1% |
| 3M | -3.3% | +1.2% | -4.5% | -5.2% |
| 6M | +1.5% | +2.3% | -0.8% | -2.1% |
| YTD | +11.4% | +4.0% | +7.4% | +4.8% |
| 1Y | +11.9% | +4.8% | +7.1% | +4.0% |
| 3Y | +73.9% | +18.5% | +55.4% | +47.2% |
| 5Y | +57.9% | +27.5% | +30.4% | +25.2% |
| All | +57.9% | +27.5% | +30.4% | +25.2% |
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