-99.1%
NVD vs JAAA
+19.0%
-118.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +1.2% |
| 7D | +10.8% | +0.1% | +10.8% | +11.9% |
| 30D | +0.8% | +0.5% | +0.2% | +7.7% |
| 3M | -20.8% | +1.3% | -22.1% | -7.4% |
| 6M | -41.2% | +2.8% | -43.9% | -16.5% |
| YTD | -44.2% | +3.3% | -47.5% | -16.1% |
| 1Y | -54.2% | +4.9% | -59.1% | -17.5% |
| 3Y | -99.1% | +19.0% | -118.1% | -98.7% |
| All | -99.1% | +19.0% | -118.1% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling