+133.5%
NTR vs JAAA
+29.4%
+104.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +16.8% | +0.5% | +16.2% | +16.3% |
| 3M | +20.7% | +1.3% | +19.5% | +19.6% |
| 6M | +0.5% | +2.8% | -2.2% | -1.6% |
| YTD | +29.2% | +3.3% | +25.9% | +25.8% |
| 1Y | +39.6% | +4.9% | +34.7% | +33.9% |
| 3Y | +37.9% | +19.0% | +18.9% | +19.9% |
| 5Y | +47.1% | +26.9% | +20.2% | +18.0% |
| All | +133.5% | +29.4% | +104.1% | +78.5% |
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 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