+1.5%
FGI vs JAAA
+18.6%
-17.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | -7.0% | +0.2% | -7.1% | -6.6% |
| 30D | -4.2% | +0.4% | -4.7% | -3.2% |
| 3M | +55.6% | +1.2% | +54.4% | +60.4% |
| 6M | -3.2% | +2.3% | -5.5% | +2.9% |
| YTD | +29.1% | +3.9% | +25.2% | +41.1% |
| 1Y | +51.0% | +4.8% | +46.2% | +67.2% |
| 3Y | +1.5% | +18.5% | -17.0% | -22.0% |
| All | +1.5% | +18.6% | -17.1% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling