+124.4%
VUG vs JAAA
+30.3%
+94.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -6.3% | +0.4% | -6.7% | -7.0% |
| 3M | -6.0% | +1.2% | -7.2% | -8.1% |
| 6M | -3.5% | +2.3% | -5.9% | -7.5% |
| YTD | +3.9% | +4.0% | -0.1% | -3.1% |
| 1Y | +5.1% | +4.8% | +0.3% | -3.2% |
| 3Y | +77.9% | +18.4% | +59.4% | +48.8% |
| 5Y | +62.4% | +27.5% | +34.9% | +28.9% |
| All | +124.4% | +30.3% | +94.1% | +69.4% |
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