+509.1%
FAST vs JBL
+1,438.9%
-929.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.4% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | -0.8% | -8.3% | +7.5% | +1.2% |
| 3M | +5.8% | -16.9% | +22.7% | +9.9% |
| 6M | +8.0% | +21.8% | -13.8% | +0.2% |
| YTD | +25.6% | +36.3% | -10.7% | +12.3% |
| 1Y | +0.8% | +49.5% | -48.7% | -13.0% |
| 3Y | +86.1% | +170.6% | -84.5% | +26.5% |
| 5Y | +100.2% | +408.4% | -308.2% | +6.1% |
| All | +509.1% | +1,438.9% | -929.8% | +115.5% |
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