+4.7%
FAST vs JBL
+48.2%
-43.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.3% | +4.4% | -3.1% | +0.9% |
| 30D | -4.7% | -8.4% | +3.7% | -4.2% |
| 3M | +7.9% | -14.2% | +22.1% | +9.2% |
| 6M | +7.4% | +29.6% | -22.2% | +4.0% |
| YTD | +25.1% | +37.1% | -12.0% | +20.6% |
| 1Y | +4.7% | +49.5% | -44.8% | +1.0% |
| All | +4.7% | +48.2% | -43.5% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling