+73.9%
NSC vs JAAA
+30.3%
+43.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +1.7% | +0.4% | +1.3% | +1.0% |
| 3M | -2.6% | +1.2% | -3.8% | -4.5% |
| 6M | +6.4% | +2.3% | +4.1% | +2.4% |
| YTD | +15.5% | +4.0% | +11.5% | +8.1% |
| 1Y | +17.6% | +4.8% | +12.8% | +8.6% |
| 3Y | +75.0% | +18.4% | +56.5% | +42.2% |
| 5Y | +32.2% | +27.5% | +4.6% | +0.6% |
| All | +73.9% | +30.3% | +43.6% | +21.9% |
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