+378.7%
NET vs JAAA
+29.3%
+349.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.3% |
| 7D | -7.0% | +0.2% | -7.2% | -7.6% |
| 30D | -4.8% | +0.5% | -5.3% | -6.6% |
| 3M | +3.8% | +1.3% | +2.6% | -0.9% |
| 6M | +50.0% | +2.7% | +47.4% | +36.1% |
| YTD | +41.5% | +3.2% | +38.3% | +26.0% |
| 1Y | +32.8% | +4.9% | +27.9% | +11.3% |
| 3Y | +335.9% | +19.0% | +316.9% | +166.7% |
| 5Y | +113.8% | +26.8% | +87.0% | +2.0% |
| All | +378.7% | +29.3% | +349.4% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling