+24,948.0%
FAST vs JBL
+32,800.8%
-7,852.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +2.1% | -12.3% | +14.4% | +4.3% |
| 30D | +6.9% | -20.2% | +27.0% | +10.8% |
| 3M | +4.8% | -30.6% | +35.5% | +11.0% |
| 6M | +19.8% | -35.8% | +55.5% | +27.7% |
| YTD | +34.9% | +4.9% | +30.0% | +31.2% |
| 1Y | +32.8% | +11.3% | +21.5% | +27.6% |
| 3Y | +93.7% | +89.1% | +4.6% | +65.0% |
| 5Y | +105.3% | +272.1% | -166.7% | +53.3% |
| 10Y | +595.4% | +1,150.2% | -554.8% | +311.3% |
| All | +24,948.0% | +32,800.8% | -7,852.8% | +9,066.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling