+304.4%
FLEX vs JAAA
+18.5%
+285.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -7.2% | +0.1% | -7.2% | -7.6% |
| 30D | -34.8% | +0.4% | -35.2% | -36.7% |
| 3M | -35.6% | +1.1% | -36.7% | -41.0% |
| 6M | -45.0% | +2.3% | -47.3% | -53.8% |
| YTD | +29.4% | +3.9% | +25.5% | -3.5% |
| 1Y | +24.8% | +4.8% | +20.0% | -12.9% |
| 3Y | +304.4% | +18.4% | +286.0% | +112.3% |
| All | +304.4% | +18.5% | +285.9% | +112.3% |
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