+225.5%
XLK vs JAAA
+29.3%
+196.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.6% |
| 30D | -0.5% | +0.4% | -0.9% | -1.3% |
| 3M | +5.0% | +1.2% | +3.8% | +2.5% |
| 6M | +32.9% | +2.7% | +30.2% | +26.1% |
| YTD | +29.0% | +3.2% | +25.8% | +21.4% |
| 1Y | +37.8% | +4.8% | +33.0% | +26.2% |
| 3Y | +118.7% | +19.0% | +99.7% | +81.3% |
| 5Y | +145.6% | +26.8% | +118.8% | +92.9% |
| All | +225.5% | +29.3% | +196.2% | +142.0% |
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