+135.4%
VUG vs JAAA
+29.3%
+106.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.1% | +0.2% | -0.3% | -0.4% |
| 30D | -0.3% | +0.5% | -0.8% | -1.3% |
| 3M | -0.7% | +1.3% | -2.0% | -2.9% |
| 6M | +14.6% | +2.7% | +12.0% | +9.3% |
| YTD | +9.0% | +3.2% | +5.8% | +3.2% |
| 1Y | +14.9% | +4.9% | +9.9% | +5.8% |
| 3Y | +86.0% | +19.0% | +67.0% | +57.0% |
| 5Y | +76.7% | +26.8% | +49.9% | +42.0% |
| All | +135.4% | +29.3% | +106.2% | +80.3% |
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 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