-53.1%
FISV vs JAAA
+26.5%
-79.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | 0.0% | +0.5% | -0.5% | -0.8% |
| 3M | -2.8% | +1.3% | -4.1% | -4.7% |
| 6M | -11.8% | +2.8% | -14.6% | -15.6% |
| YTD | -23.2% | +3.3% | -26.5% | -27.0% |
| 1Y | -62.0% | +4.9% | -66.9% | -64.6% |
| 3Y | -57.6% | +19.0% | -76.6% | -62.1% |
| All | -53.1% | +26.5% | -79.6% | -60.6% |
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