+289.3%
FN vs JAAA
+25.6%
+263.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +2.9% |
| 7D | -1.7% | +0.2% | -1.9% | -2.1% |
| 30D | -22.0% | +0.5% | -22.5% | -23.1% |
| 3M | -43.0% | +1.3% | -44.3% | -44.9% |
| 6M | -27.7% | +2.7% | -30.4% | -32.7% |
| YTD | -10.5% | +3.2% | -13.7% | -17.4% |
| 1Y | +12.5% | +4.9% | +7.6% | +0.4% |
| 3Y | +153.8% | +19.0% | +134.8% | +110.1% |
| All | +289.3% | +25.6% | +263.7% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling