+69,298.0%
FAST vs JCI
+2,331.5%
+66,966.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.2% |
| 7D | -0.4% | +3.8% | -4.2% | -1.4% |
| 30D | -0.8% | -5.7% | +4.9% | +0.7% |
| 3M | +5.8% | -1.4% | +7.1% | +5.9% |
| 6M | +8.0% | +4.1% | +3.9% | +6.4% |
| YTD | +25.6% | +21.7% | +3.9% | +18.5% |
| 1Y | +0.8% | +36.1% | -35.3% | -7.9% |
| 3Y | +86.1% | +154.4% | -68.3% | +41.9% |
| 5Y | +100.2% | +112.0% | -11.8% | +58.8% |
| 10Y | +494.2% | +322.2% | +172.0% | +288.6% |
| All | +69,298.0% | +2,331.5% | +66,966.5% | +20,194.0% |
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