+119.6%
VT vs JAAA
+29.3%
+90.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +0.2% | +0.3% | +0.2% |
| 30D | +1.0% | +0.5% | +0.4% | +0.2% |
| 3M | +2.4% | +1.3% | +1.1% | +0.4% |
| 6M | +12.0% | +2.7% | +9.3% | +7.6% |
| YTD | +15.3% | +3.2% | +12.2% | +10.1% |
| 1Y | +22.6% | +4.9% | +17.7% | +14.3% |
| 3Y | +74.7% | +19.0% | +55.7% | +49.0% |
| 5Y | +66.1% | +26.8% | +39.3% | +34.8% |
| All | +119.6% | +29.3% | +90.3% | +68.3% |
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