+505.8%
FTNT vs JAAA
+29.4%
+476.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -2.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.4% |
| 30D | -3.0% | +0.5% | -3.5% | -4.4% |
| 3M | +7.6% | +1.3% | +6.3% | +3.9% |
| 6M | +87.0% | +2.8% | +84.2% | +73.3% |
| YTD | +96.5% | +3.3% | +93.3% | +80.0% |
| 1Y | +92.9% | +4.9% | +88.0% | +69.4% |
| 3Y | +139.8% | +19.0% | +120.9% | +72.2% |
| 5Y | +151.3% | +26.9% | +124.4% | +59.8% |
| All | +505.8% | +29.4% | +476.4% | +282.6% |
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