+211.2%
FFIV vs JAAA
+29.4%
+181.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +5.4% | +0.1% | +5.4% | +5.3% |
| 30D | -2.7% | +0.5% | -3.2% | -3.6% |
| 3M | +4.5% | +1.3% | +3.3% | +2.2% |
| 6M | +42.2% | +2.8% | +39.4% | +35.4% |
| YTD | +61.3% | +3.3% | +58.0% | +52.4% |
| 1Y | +23.0% | +4.9% | +18.1% | +13.1% |
| 3Y | +156.3% | +19.0% | +137.3% | +112.8% |
| 5Y | +102.9% | +26.9% | +76.0% | +60.4% |
| All | +211.2% | +29.4% | +181.9% | +117.7% |
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