+170.0%
FOXA vs JAAA
+29.3%
+140.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | +2.3% | +0.5% | +1.9% | +1.7% |
| 3M | -2.8% | +1.2% | -4.1% | -4.3% |
| 6M | +9.6% | +2.8% | +6.8% | +5.7% |
| YTD | -9.9% | +3.2% | -13.1% | -13.4% |
| 1Y | +5.4% | +4.8% | +0.5% | -0.8% |
| 3Y | +115.3% | +19.0% | +96.3% | +94.2% |
| 5Y | +93.1% | +26.8% | +66.2% | +71.4% |
| All | +170.0% | +29.3% | +140.8% | +131.2% |
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 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