+19.7%
BROS vs JAAA
+27.0%
-7.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.8% |
| 7D | -5.8% | +0.1% | -5.8% | -6.0% |
| 30D | -14.0% | +0.5% | -14.5% | -15.3% |
| 3M | -32.5% | +1.3% | -33.8% | -35.0% |
| 6M | -14.9% | +2.8% | -17.7% | -21.6% |
| YTD | -28.3% | +3.3% | -31.6% | -34.7% |
| 1Y | -34.0% | +4.9% | -38.9% | -42.3% |
| 3Y | +63.0% | +19.0% | +44.0% | +20.1% |
| All | +19.7% | +27.0% | -7.3% | -9.1% |
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