+611.0%
FLEX vs JAAA
+30.2%
+580.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -7.2% | +0.1% | -7.2% | -7.3% |
| 30D | -34.8% | +0.4% | -35.2% | -35.5% |
| 3M | -35.6% | +1.1% | -36.7% | -37.6% |
| 6M | -45.0% | +2.3% | -47.3% | -48.4% |
| YTD | +29.4% | +3.9% | +25.5% | +16.4% |
| 1Y | +24.8% | +4.8% | +20.0% | +9.7% |
| 3Y | +304.4% | +18.4% | +286.0% | +204.9% |
| 5Y | +484.1% | +27.4% | +456.7% | +309.8% |
| All | +611.0% | +30.2% | +580.8% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling