+300.9%
NRG vs JAAA
+29.4%
+271.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.9% |
| 30D | -6.0% | +0.5% | -6.5% | -7.2% |
| 3M | -8.0% | +1.3% | -9.2% | -10.8% |
| 6M | -23.2% | +2.8% | -25.9% | -28.1% |
| YTD | -28.1% | +3.3% | -31.3% | -33.4% |
| 1Y | -27.3% | +4.9% | -32.2% | -35.1% |
| 3Y | +208.7% | +19.0% | +189.7% | +148.2% |
| 5Y | +197.7% | +26.9% | +170.8% | +129.3% |
| All | +300.9% | +29.4% | +271.5% | +196.7% |
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