+375.9%
FLR vs JAAA
+29.4%
+346.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | +4.2% | +0.5% | +3.6% | +3.4% |
| 3M | +8.1% | +1.3% | +6.8% | +6.2% |
| 6M | +21.5% | +2.8% | +18.7% | +17.0% |
| YTD | +36.8% | +3.3% | +33.5% | +31.0% |
| 1Y | +31.2% | +4.9% | +26.3% | +23.4% |
| 3Y | +53.9% | +19.0% | +34.9% | +46.8% |
| 5Y | +243.0% | +26.9% | +216.1% | +242.3% |
| All | +375.9% | +29.4% | +346.5% | +350.9% |
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