-72.3%
FLNC vs JAAA
+26.5%
-98.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | -26.1% | +0.4% | -26.5% | -26.9% |
| 3M | -55.2% | +1.2% | -56.4% | -56.5% |
| 6M | -42.6% | +2.7% | -45.3% | -46.1% |
| YTD | -51.0% | +3.2% | -54.2% | -54.3% |
| 1Y | +43.3% | +4.8% | +38.5% | +30.7% |
| 3Y | -63.4% | +19.0% | -82.4% | -66.7% |
| All | -72.3% | +26.5% | -98.9% | -75.7% |
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