+72.0%
XRT vs JAAA
+29.4%
+42.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.5% | +0.5% | -5.0% | -5.2% |
| 3M | -3.1% | +1.3% | -4.3% | -4.7% |
| 6M | +4.2% | +2.8% | +1.5% | +0.4% |
| YTD | -0.1% | +3.3% | -3.4% | -4.3% |
| 1Y | -3.0% | +4.9% | -8.0% | -8.9% |
| 3Y | +41.8% | +19.0% | +22.8% | +25.0% |
| 5Y | -1.3% | +26.9% | -28.2% | -17.2% |
| All | +72.0% | +29.4% | +42.6% | +39.7% |
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