+575.3%
FAST vs JD
+31.9%
+543.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | +2.1% | +13.4% | -11.3% | +0.7% |
| 30D | +6.9% | +7.7% | -0.8% | +6.0% |
| 3M | +4.8% | -11.3% | +16.1% | +6.1% |
| 6M | +19.8% | -5.1% | +24.9% | +20.2% |
| YTD | +34.9% | +5.0% | +29.9% | +33.6% |
| 1Y | +32.8% | -5.6% | +38.4% | +33.0% |
| 3Y | +93.7% | +17.8% | +76.0% | +83.8% |
| 5Y | +105.3% | -57.2% | +162.5% | +114.1% |
| All | +575.3% | +31.9% | +543.4% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling