+53.7%
FDX vs JAAA
+29.3%
+24.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -1.4% | +0.5% | -1.8% | -2.1% |
| 3M | -4.5% | +1.2% | -5.7% | -6.4% |
| 6M | +9.4% | +2.8% | +6.6% | +4.4% |
| YTD | +36.0% | +3.2% | +32.8% | +29.1% |
| 1Y | +75.5% | +4.8% | +70.7% | +62.4% |
| 3Y | +62.8% | +19.0% | +43.8% | +38.2% |
| 5Y | +64.4% | +26.8% | +37.6% | +36.0% |
| All | +53.7% | +29.3% | +24.5% | +15.1% |
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