+131.3%
RACE vs JAAA
+30.2%
+101.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.9% | +0.1% | +3.9% | +3.8% |
| 30D | +7.4% | +0.4% | +7.0% | +6.7% |
| 3M | +1.6% | +1.1% | +0.5% | -0.6% |
| 6M | +23.3% | +2.3% | +21.1% | +18.2% |
| YTD | +14.7% | +3.9% | +10.8% | +6.8% |
| 1Y | +2.5% | +4.8% | -2.3% | -6.0% |
| 3Y | +28.0% | +18.4% | +9.5% | -3.6% |
| 5Y | +69.8% | +27.4% | +42.4% | +12.5% |
| All | +131.3% | +30.2% | +101.1% | +42.3% |
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 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