+42.2%
NVO vs JAAA
+29.3%
+12.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.4% | +0.1% | -7.4% | -7.4% |
| 30D | -5.5% | +0.4% | -5.9% | -5.8% |
| 3M | +4.1% | +1.2% | +2.9% | +3.1% |
| 6M | +19.3% | +2.7% | +16.7% | +16.9% |
| YTD | -9.2% | +3.2% | -12.4% | -11.2% |
| 1Y | -15.0% | +4.8% | -19.8% | -17.3% |
| 3Y | -50.9% | +19.0% | -69.8% | -49.4% |
| 5Y | -0.9% | +26.8% | -27.6% | +9.7% |
| All | +42.2% | +29.3% | +12.9% | +53.3% |
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