-55.8%
FIVN vs JAAA
+19.0%
-74.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +0.8% |
| 7D | -7.8% | +0.1% | -7.9% | -8.4% |
| 30D | -1.7% | +0.5% | -2.3% | -5.6% |
| 3M | +47.2% | +1.3% | +45.9% | +34.2% |
| 6M | +82.7% | +2.8% | +79.9% | +49.2% |
| YTD | +52.9% | +3.3% | +49.7% | +21.1% |
| 1Y | +17.5% | +4.9% | +12.5% | -17.1% |
| 3Y | -55.8% | +19.0% | -74.8% | -78.5% |
| All | -55.8% | +19.0% | -74.8% | -78.5% |
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