+101.9%
EWZ vs JAAA
+29.3%
+72.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.4% |
| 30D | +9.3% | +0.5% | +8.8% | +8.5% |
| 3M | +15.7% | +1.2% | +14.5% | +13.6% |
| 6M | +7.4% | +2.8% | +4.6% | +3.0% |
| YTD | +22.7% | +3.2% | +19.5% | +17.2% |
| 1Y | +36.4% | +4.8% | +31.5% | +27.5% |
| 3Y | +50.4% | +19.0% | +31.4% | +22.9% |
| 5Y | +67.6% | +26.8% | +40.8% | +27.7% |
| All | +101.9% | +29.3% | +72.7% | +34.4% |
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