+924.9%
FLEX vs JAAA
+29.3%
+895.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.1% |
| 30D | -5.9% | +0.5% | -6.3% | -7.0% |
| 3M | -23.5% | +1.2% | -24.7% | -26.1% |
| 6M | +83.7% | +2.7% | +81.0% | +70.4% |
| YTD | +86.5% | +3.2% | +83.3% | +71.0% |
| 1Y | +100.5% | +4.8% | +95.7% | +76.5% |
| 3Y | +469.8% | +19.0% | +450.8% | +333.9% |
| 5Y | +725.7% | +26.8% | +698.9% | +486.6% |
| All | +924.9% | +29.3% | +895.6% | +539.8% |
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