+74.0%
NSC vs JAAA
+29.3%
+44.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -5.5% | +0.2% | -5.7% | -5.8% |
| 30D | -3.2% | +0.5% | -3.7% | -4.1% |
| 3M | +7.7% | +1.3% | +6.4% | +5.4% |
| 6M | +4.5% | +2.7% | +1.9% | 0.0% |
| YTD | +15.6% | +3.2% | +12.4% | +9.6% |
| 1Y | +19.8% | +4.9% | +14.9% | +10.5% |
| 3Y | +70.1% | +19.0% | +51.1% | +38.8% |
| 5Y | +46.1% | +26.8% | +19.3% | +12.5% |
| All | +74.0% | +29.3% | +44.7% | +23.6% |
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