+160.7%
QQQ vs JAAA
+29.4%
+131.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | -0.6% | +0.1% | -0.6% | -0.7% |
| 30D | -1.2% | +0.5% | -1.7% | -2.1% |
| 3M | -0.2% | +1.3% | -1.5% | -2.4% |
| 6M | +17.9% | +2.8% | +15.1% | +12.5% |
| YTD | +16.6% | +3.3% | +13.4% | +10.5% |
| 1Y | +23.0% | +4.9% | +18.1% | +13.6% |
| 3Y | +92.9% | +19.0% | +74.0% | +64.2% |
| 5Y | +95.6% | +26.9% | +68.7% | +59.0% |
| All | +160.7% | +29.4% | +131.3% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling