+357.5%
NET vs JAAA
+30.1%
+327.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | +0.2% | -16.5% | -16.8% |
| 30D | -25.8% | +0.4% | -26.3% | -27.0% |
| 3M | -11.5% | +1.2% | -12.7% | -15.4% |
| 6M | +18.9% | +2.3% | +16.6% | +9.1% |
| YTD | +35.2% | +3.9% | +31.4% | +17.6% |
| 1Y | +14.5% | +4.8% | +9.7% | -3.8% |
| 3Y | +313.8% | +18.7% | +295.2% | +153.1% |
| 5Y | +32.6% | +27.4% | +5.1% | -37.8% |
| All | +357.5% | +30.1% | +327.4% | +83.3% |
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