-49.5%
FND vs JAAA
+18.9%
-68.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -1.3% |
| 30D | -19.6% | +0.5% | -20.0% | -21.4% |
| 3M | -4.3% | +1.2% | -5.6% | -10.0% |
| 6M | -20.4% | +2.7% | -23.2% | -30.4% |
| YTD | -21.9% | +3.2% | -25.1% | -33.0% |
| 1Y | -45.2% | +4.8% | -50.0% | -56.2% |
| All | -49.5% | +18.9% | -68.4% | -67.6% |
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