+26.5%
FIVN vs JAAA
+4.9%
+21.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -3.4% |
| 7D | -2.3% | +0.2% | -2.5% | -4.3% |
| 30D | +12.4% | +0.5% | +11.9% | +5.9% |
| 3M | +36.0% | +1.3% | +34.8% | +19.2% |
| 6M | +86.0% | +2.7% | +83.3% | +40.6% |
| YTD | +65.9% | +3.2% | +62.8% | +23.5% |
| 1Y | +26.5% | +4.9% | +21.6% | -25.9% |
| All | +26.5% | +4.9% | +21.6% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling