+4.7%
VTEB vs JAAA
+29.4%
-24.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.5% | +0.5% | -3.0% | -2.6% |
| 3M | -3.0% | +1.3% | -4.2% | -3.1% |
| 6M | -2.1% | +2.8% | -4.9% | -2.5% |
| YTD | -1.5% | +3.3% | -4.7% | -1.9% |
| 1Y | +0.2% | +4.9% | -4.8% | -0.4% |
| 3Y | +8.6% | +19.0% | -10.4% | +6.0% |
| 5Y | +1.2% | +26.9% | -25.7% | -2.5% |
| All | +4.7% | +29.4% | -24.7% | +1.0% |
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 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