+105.3%
FAST vs JBL
+299.0%
-193.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.3% |
| 7D | +4.2% | +6.3% | -2.2% | +3.0% |
| 30D | +6.7% | -13.5% | +20.2% | +9.2% |
| 3M | +8.0% | -31.3% | +39.4% | +15.0% |
| 6M | +27.4% | -28.4% | +55.9% | +33.8% |
| YTD | +40.5% | +11.6% | +28.9% | +33.3% |
| 1Y | +38.4% | +26.1% | +12.2% | +27.7% |
| 3Y | +98.7% | +97.4% | +1.3% | +56.9% |
| All | +105.3% | +299.0% | -193.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling