+164.0%
VTR vs JAAA
+29.3%
+134.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -3.7% | +0.5% | -4.2% | -4.3% |
| 3M | +13.5% | +1.2% | +12.3% | +11.9% |
| 6M | +7.2% | +2.8% | +4.3% | +3.7% |
| YTD | +17.6% | +3.2% | +14.4% | +13.3% |
| 1Y | +35.4% | +4.8% | +30.5% | +28.1% |
| 3Y | +132.8% | +19.0% | +113.9% | +93.0% |
| 5Y | +88.7% | +26.8% | +61.8% | +42.7% |
| All | +164.0% | +29.3% | +134.7% | +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 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