+130.6%
FROG vs JAAA
+26.4%
+104.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.5% | +0.1% | -5.6% | -5.7% |
| 30D | -3.1% | +0.5% | -3.6% | -4.0% |
| 3M | +1.2% | +1.2% | 0.0% | -1.2% |
| 6M | +113.7% | +2.8% | +110.8% | +102.7% |
| YTD | +38.9% | +3.2% | +35.7% | +31.1% |
| 1Y | +72.0% | +4.8% | +67.1% | +58.4% |
| 3Y | +217.1% | +19.0% | +198.1% | +183.6% |
| 5Y | +130.6% | +26.8% | +103.8% | +102.5% |
| All | +130.6% | +26.4% | +104.2% | +102.5% |
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