+446.7%
FN vs JAAA
+30.2%
+416.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | -28.3% | +0.4% | -28.8% | -29.1% |
| 3M | -33.9% | +1.2% | -35.0% | -35.8% |
| 6M | -43.9% | +2.3% | -46.2% | -47.1% |
| YTD | -23.4% | +3.9% | -27.4% | -30.3% |
| 1Y | -25.4% | +4.8% | -30.2% | -33.2% |
| 3Y | +107.9% | +18.5% | +89.4% | +69.2% |
| 5Y | +195.1% | +27.5% | +167.6% | +133.2% |
| All | +446.7% | +30.2% | +416.5% | +292.9% |
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