+539.1%
FN vs JAAA
+29.3%
+509.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.0% |
| 3M | -43.0% | +1.3% | -44.3% | -44.8% |
| 6M | -27.7% | +2.7% | -30.4% | -32.4% |
| YTD | -10.5% | +3.2% | -13.7% | -17.1% |
| 1Y | +12.5% | +4.9% | +7.6% | +0.9% |
| 3Y | +153.8% | +19.0% | +134.8% | +109.3% |
| 5Y | +288.0% | +26.8% | +261.2% | +211.5% |
| All | +539.1% | +29.3% | +509.8% | +367.7% |
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 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