+177.1%
NDAQ vs JAAA
+30.3%
+146.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +18.0% | +0.4% | +17.5% | +17.5% |
| 3M | +11.5% | +1.2% | +10.3% | +10.3% |
| 6M | +21.1% | +2.3% | +18.8% | +18.5% |
| YTD | +12.8% | +4.0% | +8.8% | +8.9% |
| 1Y | +25.7% | +4.8% | +20.9% | +20.6% |
| 3Y | +116.8% | +18.4% | +98.4% | +109.0% |
| 5Y | +67.3% | +27.5% | +39.7% | +60.2% |
| All | +177.1% | +30.3% | +146.8% | +156.5% |
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 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