+92.9%
NTRS vs JAAA
+26.5%
+66.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -0.7% | +0.5% | -1.2% | -1.8% |
| 3M | +11.3% | +1.3% | +10.1% | +8.3% |
| 6M | +35.5% | +2.8% | +32.7% | +27.7% |
| YTD | +40.6% | +3.3% | +37.3% | +31.3% |
| 1Y | +49.2% | +4.9% | +44.3% | +34.8% |
| 3Y | +167.2% | +19.0% | +148.3% | +118.2% |
| All | +92.9% | +26.5% | +66.4% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling