+98.7%
VXUS vs JAAA
+29.3%
+69.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +2.2% | +0.5% | +1.7% | +1.4% |
| 3M | +3.0% | +1.3% | +1.7% | +1.1% |
| 6M | +10.7% | +2.7% | +8.0% | +6.7% |
| YTD | +17.8% | +3.2% | +14.7% | +12.9% |
| 1Y | +27.6% | +4.9% | +22.7% | +19.6% |
| 3Y | +73.3% | +19.0% | +54.3% | +47.3% |
| 5Y | +54.3% | +26.8% | +27.5% | +23.9% |
| All | +98.7% | +29.3% | +69.4% | +50.8% |
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