+158.4%
FAST vs JAAA
+29.3%
+129.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -4.7% | +0.5% | -5.2% | -5.3% |
| 3M | +7.9% | +1.2% | +6.7% | +6.4% |
| 6M | +7.4% | +2.8% | +4.6% | +3.9% |
| YTD | +25.1% | +3.2% | +21.9% | +20.5% |
| 1Y | +4.7% | +4.8% | -0.1% | -1.0% |
| 3Y | +94.7% | +19.0% | +75.7% | +64.7% |
| 5Y | +106.8% | +26.8% | +79.9% | +63.2% |
| All | +158.4% | +29.3% | +129.2% | +97.4% |
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