+13.2%
FTV vs JAAA
+29.4%
-16.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.2% |
| 7D | -4.0% | +0.1% | -4.0% | -4.1% |
| 30D | -11.0% | +0.5% | -11.6% | -11.9% |
| 3M | -8.4% | +1.3% | -9.7% | -10.5% |
| 6M | -2.6% | +2.8% | -5.3% | -7.2% |
| YTD | -0.6% | +3.3% | -3.9% | -6.1% |
| 1Y | +11.0% | +4.9% | +6.0% | +1.9% |
| 3Y | -6.3% | +19.0% | -25.3% | -22.8% |
| 5Y | -1.5% | +26.9% | -28.4% | -24.3% |
| All | +13.2% | +29.4% | -16.2% | -19.7% |
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