-61.0%
FLNC vs JAAA
+19.0%
-79.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +1.8% |
| 7D | -4.1% | +0.1% | -4.1% | -4.7% |
| 30D | -24.8% | +0.5% | -25.3% | -28.0% |
| 3M | -59.1% | +1.3% | -60.4% | -63.2% |
| 6M | -42.0% | +2.8% | -44.7% | -53.8% |
| YTD | -49.8% | +3.3% | -53.1% | -60.8% |
| 1Y | +43.1% | +4.9% | +38.2% | +1.7% |
| 3Y | -61.0% | +19.0% | -79.9% | -76.3% |
| All | -61.0% | +19.0% | -79.9% | -76.3% |
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