+107.2%
USB vs JAAA
+29.3%
+77.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.4% |
| 7D | +1.4% | +0.2% | +1.3% | +1.0% |
| 30D | -1.3% | +0.5% | -1.8% | -2.5% |
| 3M | +15.2% | +1.3% | +14.0% | +11.8% |
| 6M | +18.8% | +2.7% | +16.2% | +11.7% |
| YTD | +21.0% | +3.2% | +17.8% | +12.5% |
| 1Y | +34.0% | +4.9% | +29.1% | +20.0% |
| 3Y | +95.3% | +19.0% | +76.3% | +51.1% |
| 5Y | +40.4% | +26.8% | +13.6% | +2.4% |
| All | +107.2% | +29.3% | +77.9% | +39.0% |
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 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