+69.4%
FDX vs JAAA
+27.4%
+42.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | -1.6% | +0.2% | -1.8% | -1.9% |
| 30D | +6.6% | +0.4% | +6.2% | +5.8% |
| 3M | -2.1% | +1.2% | -3.3% | -4.0% |
| 6M | +2.2% | +2.3% | -0.2% | -1.8% |
| YTD | +33.9% | +3.9% | +30.1% | +25.7% |
| 1Y | +50.2% | +4.8% | +45.4% | +39.0% |
| 3Y | +65.5% | +18.5% | +47.0% | +41.6% |
| All | +69.4% | +27.4% | +42.0% | +43.2% |
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