+138.6%
VTV vs JAAA
+29.3%
+109.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | -1.3% | +0.4% | -1.8% | -1.9% |
| 3M | +5.6% | +1.2% | +4.4% | +4.0% |
| 6M | +12.4% | +2.7% | +9.7% | +8.6% |
| YTD | +17.6% | +3.2% | +14.5% | +13.0% |
| 1Y | +23.5% | +4.8% | +18.7% | +16.3% |
| 3Y | +67.0% | +19.0% | +48.1% | +45.1% |
| 5Y | +80.5% | +26.8% | +53.7% | +50.8% |
| All | +138.6% | +29.3% | +109.3% | +86.1% |
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