+80.6%
VTV vs JAAA
+26.5%
+54.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -1.0% | +0.5% | -1.6% | -1.7% |
| 3M | +4.6% | +1.3% | +3.4% | +2.9% |
| 6M | +13.5% | +2.8% | +10.7% | +9.5% |
| YTD | +18.5% | +3.3% | +15.2% | +13.6% |
| 1Y | +22.9% | +4.9% | +18.0% | +15.5% |
| 3Y | +67.8% | +19.0% | +48.9% | +46.5% |
| All | +80.6% | +26.5% | +54.1% | +52.2% |
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