+533.3%
FAST vs JBL
+1,148.2%
-614.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.1% |
| 7D | +4.2% | +6.3% | -2.2% | +2.5% |
| 30D | +6.7% | -13.5% | +20.2% | +10.3% |
| 3M | +8.0% | -31.3% | +39.4% | +17.9% |
| 6M | +27.4% | -28.4% | +55.9% | +36.2% |
| YTD | +40.5% | +11.6% | +28.9% | +31.2% |
| 1Y | +38.4% | +26.1% | +12.2% | +24.5% |
| 3Y | +98.7% | +97.4% | +1.3% | +47.9% |
| 5Y | +106.7% | +301.0% | -194.3% | +16.4% |
| All | +533.3% | +1,148.2% | -614.9% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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