-78.9%
FIVN vs JAAA
+29.4%
-108.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.1% |
| 7D | -7.8% | +0.1% | -7.9% | -8.1% |
| 30D | -1.7% | +0.5% | -2.3% | -3.4% |
| 3M | +47.2% | +1.3% | +45.9% | +41.6% |
| 6M | +82.7% | +2.8% | +79.9% | +68.0% |
| YTD | +52.9% | +3.3% | +49.7% | +38.9% |
| 1Y | +17.5% | +4.9% | +12.5% | +1.9% |
| 3Y | -55.8% | +19.0% | -74.8% | -68.7% |
| 5Y | -82.3% | +26.9% | -109.2% | -89.1% |
| All | -78.9% | +29.4% | -108.3% | -87.2% |
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