+259.0%
URA vs JAAA
+30.3%
+228.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -10.4% | +0.4% | -10.8% | -11.2% |
| 3M | -29.6% | +1.2% | -30.8% | -31.3% |
| 6M | -40.3% | +2.3% | -42.6% | -42.9% |
| YTD | -25.5% | +4.0% | -29.5% | -30.9% |
| 1Y | -26.4% | +4.8% | -31.2% | -32.7% |
| 3Y | +31.4% | +18.4% | +13.0% | +5.3% |
| 5Y | +28.6% | +27.5% | +1.1% | -3.6% |
| All | +259.0% | +30.3% | +228.7% | +134.0% |
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