+62.5%
VWO vs JAAA
+19.0%
+43.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -0.1% | +0.5% | -0.6% | -1.6% |
| 3M | +2.2% | +1.3% | +1.0% | -1.4% |
| 6M | +8.8% | +2.8% | +6.0% | +0.5% |
| YTD | +12.4% | +3.3% | +9.1% | +2.7% |
| 1Y | +15.6% | +4.9% | +10.7% | +1.4% |
| 3Y | +62.5% | +19.0% | +43.6% | +43.2% |
| All | +62.5% | +19.0% | +43.5% | +43.2% |
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 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