+79.5%
VUG vs JAAA
+18.5%
+61.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.4% | +0.1% | +4.3% | +3.9% |
| 30D | -7.3% | +0.4% | -7.8% | -9.2% |
| 3M | -4.2% | +1.2% | -5.5% | -9.8% |
| 6M | -1.6% | +2.3% | -3.9% | -12.2% |
| YTD | +4.9% | +4.0% | +0.9% | -13.5% |
| 1Y | +3.8% | +4.8% | -1.0% | -17.6% |
| All | +79.5% | +18.5% | +61.1% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling