+477.2%
NUE vs JAAA
+29.3%
+447.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -6.1% | +0.5% | -6.5% | -7.0% |
| 3M | +1.7% | +1.2% | +0.4% | -1.2% |
| 6M | +53.1% | +2.7% | +50.4% | +44.0% |
| YTD | +59.0% | +3.2% | +55.8% | +48.1% |
| 1Y | +85.3% | +4.8% | +80.5% | +66.9% |
| 3Y | +63.2% | +19.0% | +44.2% | +24.8% |
| 5Y | +146.8% | +26.8% | +120.0% | +73.9% |
| All | +477.2% | +29.3% | +447.9% | +261.1% |
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