+548.6%
FAST vs JD
+31.1%
+517.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +8.3% | +4.2% | +4.1% | +7.8% |
| 3M | +6.5% | -12.8% | +19.2% | +7.9% |
| 6M | +29.5% | -8.8% | +38.3% | +30.5% |
| YTD | +41.3% | +0.5% | +40.8% | +40.5% |
| 1Y | +37.4% | -8.8% | +46.1% | +38.1% |
| 3Y | +98.5% | +18.6% | +80.0% | +87.9% |
| 5Y | +111.1% | -62.2% | +173.4% | +125.1% |
| 10Y | +548.6% | +32.2% | +516.3% | +414.5% |
| All | +548.6% | +31.1% | +517.5% | +414.5% |
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