+98.7%
FAST vs JBL
+100.1%
-1.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | +4.2% | +6.3% | -2.2% | +3.4% |
| 30D | +6.7% | -13.5% | +20.2% | +8.3% |
| 3M | +8.0% | -31.3% | +39.4% | +12.4% |
| 6M | +27.4% | -28.4% | +55.9% | +31.5% |
| YTD | +40.5% | +11.6% | +28.9% | +36.0% |
| 1Y | +38.4% | +26.1% | +12.2% | +31.6% |
| 3Y | +98.7% | +97.4% | +1.3% | +70.6% |
| All | +98.7% | +100.1% | -1.4% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling