-75.0%
FRSH vs JAAA
+26.8%
-101.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | +2.1% | +0.5% | +1.6% | +1.2% |
| 3M | +29.0% | +1.3% | +27.7% | +26.2% |
| 6M | +48.6% | +2.8% | +45.8% | +41.9% |
| YTD | -2.9% | +3.3% | -6.2% | -8.0% |
| 1Y | -7.9% | +4.9% | -12.8% | -15.0% |
| 3Y | -46.5% | +19.0% | -65.5% | -49.8% |
| All | -75.0% | +26.8% | -101.8% | -79.1% |
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