+122.3%
BN vs JAAA
+29.3%
+93.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.9% | +0.1% | -5.9% | -6.1% |
| 30D | -15.1% | +0.4% | -15.5% | -16.0% |
| 3M | -14.6% | +1.2% | -15.8% | -17.2% |
| 6M | -8.4% | +2.7% | -11.1% | -14.4% |
| YTD | -16.8% | +3.2% | -20.0% | -23.1% |
| 1Y | -14.4% | +4.8% | -19.2% | -23.7% |
| 3Y | +70.1% | +19.0% | +51.1% | +33.5% |
| 5Y | +33.5% | +26.8% | +6.7% | -2.2% |
| All | +122.3% | +29.3% | +93.0% | +31.5% |
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