+25.6%
NOW vs JAAA
+29.3%
-3.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | +2.9% | +0.5% | +2.4% | +1.9% |
| 3M | +22.6% | +1.2% | +21.3% | +19.5% |
| 6M | +7.5% | +2.7% | +4.8% | +1.9% |
| YTD | -14.4% | +3.2% | -17.6% | -19.7% |
| 1Y | -29.8% | +4.8% | -34.6% | -36.1% |
| 3Y | +9.2% | +19.0% | -9.7% | -9.6% |
| 5Y | +0.8% | +26.8% | -26.0% | -19.8% |
| All | +25.6% | +29.3% | -3.7% | -4.5% |
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