+359.6%
FN vs JAAA
+30.1%
+329.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.2% | -14.2% |
| 7D | -16.0% | +0.2% | -16.1% | -16.3% |
| 30D | -40.1% | +0.4% | -40.5% | -40.7% |
| 3M | -43.9% | +1.2% | -45.1% | -45.6% |
| 6M | -55.6% | +2.3% | -57.9% | -58.2% |
| YTD | -35.7% | +3.9% | -39.5% | -41.3% |
| 1Y | -39.8% | +4.8% | -44.6% | -46.1% |
| 3Y | +80.3% | +18.7% | +61.6% | +46.9% |
| 5Y | +143.3% | +27.4% | +115.9% | +92.6% |
| All | +359.6% | +30.1% | +329.5% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling