+105.3%
FAST vs JCI
+96.3%
+9.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.1% |
| 7D | +4.2% | +3.2% | +1.0% | +3.0% |
| 30D | +6.7% | -8.6% | +15.3% | +9.4% |
| 3M | +8.0% | -7.7% | +15.8% | +10.2% |
| 6M | +27.4% | -2.6% | +30.0% | +26.8% |
| YTD | +40.5% | +17.4% | +23.1% | +29.8% |
| 1Y | +38.4% | +16.9% | +21.4% | +28.0% |
| 3Y | +98.7% | +186.7% | -88.1% | +24.8% |
| All | +105.3% | +96.3% | +9.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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