+102.4%
FN vs JAAA
+18.6%
+83.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.4% |
| 7D | 0.0% | +0.2% | -0.2% | -1.2% |
| 30D | -34.3% | +0.4% | -34.7% | -36.4% |
| 3M | -39.9% | +1.2% | -41.1% | -45.1% |
| 6M | -51.8% | +2.3% | -54.2% | -59.8% |
| YTD | -28.1% | +3.9% | -32.0% | -46.0% |
| 1Y | -29.1% | +4.8% | -33.9% | -49.5% |
| 3Y | +102.4% | +18.5% | +83.9% | +30.7% |
| All | +102.4% | +18.6% | +83.8% | +30.7% |
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 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