-62.7%
FND vs JAAA
+26.5%
-89.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.8% |
| 7D | -5.8% | +0.1% | -5.8% | -6.0% |
| 30D | -20.2% | +0.5% | -20.7% | -21.4% |
| 3M | -12.0% | +1.3% | -13.2% | -14.9% |
| 6M | -18.5% | +2.8% | -21.3% | -24.3% |
| YTD | -22.3% | +3.3% | -25.5% | -28.5% |
| 1Y | -47.6% | +4.9% | -52.6% | -53.8% |
| 3Y | -49.8% | +19.0% | -68.7% | -64.2% |
| All | -62.7% | +26.5% | -89.2% | -78.0% |
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