+815.5%
NVT vs JAAA
+29.3%
+786.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | +0.1% | +6.9% | +6.7% |
| 30D | -2.3% | +0.5% | -2.8% | -3.5% |
| 3M | -3.1% | +1.2% | -4.3% | -6.3% |
| 6M | +47.0% | +2.7% | +44.3% | +36.8% |
| YTD | +56.2% | +3.2% | +53.0% | +43.8% |
| 1Y | +74.5% | +4.8% | +69.7% | +54.8% |
| 3Y | +184.0% | +19.0% | +165.0% | +115.7% |
| 5Y | +410.8% | +26.8% | +384.0% | +253.9% |
| All | +815.5% | +29.3% | +786.2% | +456.3% |
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