+474.0%
FN vs JAAA
+30.2%
+443.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +16.3% | +0.1% | +16.2% | +16.1% |
| 30D | -24.7% | +0.4% | -25.1% | -25.5% |
| 3M | -34.9% | +1.1% | -36.1% | -36.8% |
| 6M | -41.1% | +2.3% | -43.4% | -44.4% |
| YTD | -19.6% | +3.9% | -23.5% | -26.8% |
| 1Y | -18.5% | +4.8% | -23.3% | -27.1% |
| 3Y | +119.1% | +18.4% | +100.7% | +78.5% |
| 5Y | +206.9% | +27.4% | +179.5% | +142.9% |
| All | +474.0% | +30.2% | +443.9% | +312.9% |
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