-41.8%
FLUT vs JAAA
+29.3%
-71.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -0.3% | +0.4% | -0.8% | -1.2% |
| 3M | -12.6% | +1.2% | -13.8% | -14.8% |
| 6M | -8.0% | +2.7% | -10.7% | -12.8% |
| YTD | -54.1% | +3.2% | -57.3% | -56.9% |
| 1Y | -66.1% | +4.8% | -70.9% | -69.1% |
| 3Y | -45.0% | +19.0% | -64.0% | -56.2% |
| 5Y | -51.2% | +26.8% | -78.0% | -65.0% |
| All | -41.8% | +29.3% | -71.1% | -56.0% |
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