+88.0%
UUUU vs JAAA
+26.4%
+61.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -7.8% | +0.4% | -8.2% | -8.3% |
| 3M | -0.4% | +1.2% | -1.6% | -2.1% |
| 6M | -32.9% | +2.7% | -35.6% | -35.4% |
| YTD | -6.3% | +3.2% | -9.4% | -10.0% |
| 1Y | +7.9% | +4.8% | +3.1% | +2.1% |
| 3Y | +85.2% | +19.0% | +66.2% | +66.5% |
| All | +88.0% | +26.4% | +61.6% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling