-63.3%
FND vs JAAA
+27.5%
-90.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -6.8% | +0.1% | -6.9% | -7.1% |
| 30D | +8.0% | +0.4% | +7.6% | +6.7% |
| 3M | -18.9% | +1.2% | -20.1% | -21.5% |
| 6M | +4.7% | +2.3% | +2.4% | -1.5% |
| YTD | -21.6% | +4.0% | -25.6% | -29.3% |
| 1Y | -22.0% | +4.8% | -26.8% | -31.1% |
| 3Y | -40.4% | +18.4% | -58.9% | -57.7% |
| All | -63.3% | +27.5% | -90.8% | -79.2% |
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