+164.4%
VTR vs JAAA
+29.4%
+135.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.1% | +0.5% | +0.6% | +0.5% |
| 3M | +7.9% | +1.3% | +6.6% | +6.3% |
| 6M | +6.2% | +2.8% | +3.4% | +2.8% |
| YTD | +17.7% | +3.3% | +14.5% | +13.4% |
| 1Y | +32.9% | +4.9% | +28.0% | +25.7% |
| 3Y | +129.7% | +19.0% | +110.7% | +90.4% |
| 5Y | +89.3% | +26.9% | +62.4% | +43.1% |
| All | +164.4% | +29.4% | +135.0% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling