+68.5%
EWZ vs JAAA
+30.3%
+38.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | -24.4% | +0.4% | -24.8% | -24.9% |
| 3M | -4.6% | +1.2% | -5.8% | -6.3% |
| 6M | -11.6% | +2.3% | -13.9% | -14.6% |
| YTD | +2.4% | +4.0% | -1.6% | -3.4% |
| 1Y | +2.1% | +4.8% | -2.7% | -4.7% |
| 3Y | +18.7% | +18.4% | +0.3% | -2.9% |
| 5Y | +54.2% | +27.5% | +26.7% | +16.8% |
| All | +68.5% | +30.3% | +38.2% | +10.8% |
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 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