+55.0%
EWZ vs JAAA
+25.6%
+29.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.5% | +0.2% | +6.3% | +6.2% |
| 30D | +4.8% | +0.5% | +4.3% | +4.1% |
| 3M | +9.9% | +1.3% | +8.6% | +7.9% |
| 6M | +1.9% | +2.7% | -0.7% | -1.8% |
| YTD | +20.3% | +3.2% | +17.1% | +15.1% |
| 1Y | +35.6% | +4.9% | +30.7% | +27.1% |
| 3Y | +43.4% | +19.0% | +24.4% | +19.7% |
| All | +55.0% | +25.6% | +29.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling