+62.9%
FICO vs JAAA
+30.2%
+32.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -0.9% | +0.2% | -1.1% | -1.2% |
| 30D | +3.3% | +0.4% | +2.9% | +2.7% |
| 3M | -31.7% | +1.2% | -32.9% | -32.9% |
| 6M | -34.0% | +2.3% | -36.3% | -36.1% |
| YTD | -58.3% | +3.9% | -62.2% | -60.5% |
| 1Y | -57.9% | +4.8% | -62.8% | -60.6% |
| 3Y | -24.1% | +18.5% | -42.6% | -35.2% |
| 5Y | +85.3% | +27.5% | +57.9% | +51.2% |
| All | +62.9% | +30.2% | +32.8% | +23.0% |
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 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