+13.5%
FROG vs JAAA
+29.3%
-15.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -2.2% | +0.1% | -2.2% | -2.3% |
| 30D | +3.0% | +0.4% | +2.5% | +2.0% |
| 3M | +10.3% | +1.2% | +9.1% | +7.4% |
| 6M | +116.7% | +2.7% | +114.0% | +105.1% |
| YTD | +41.9% | +3.2% | +38.8% | +33.1% |
| 1Y | +78.5% | +4.8% | +73.7% | +62.9% |
| 3Y | +224.1% | +19.0% | +205.2% | +171.8% |
| 5Y | +142.4% | +26.8% | +115.6% | +98.5% |
| All | +13.5% | +29.3% | -15.8% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling