+74,417.0%
FAST vs JCI
+2,171.6%
+72,245.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.6% |
| 7D | +2.1% | -9.4% | +11.5% | +4.6% |
| 30D | +6.9% | -13.4% | +20.3% | +10.6% |
| 3M | +4.8% | -12.4% | +17.2% | +8.0% |
| 6M | +19.8% | -5.1% | +24.9% | +20.4% |
| YTD | +34.9% | +13.7% | +21.2% | +28.9% |
| 1Y | +32.8% | +11.4% | +21.4% | +27.5% |
| 3Y | +93.7% | +175.9% | -82.1% | +44.0% |
| 5Y | +105.3% | +98.4% | +6.9% | +64.9% |
| 10Y | +595.4% | +311.2% | +284.2% | +356.3% |
| All | +74,417.0% | +2,171.6% | +72,245.4% | +21,971.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling