+35.5%
FAST vs JD
-6.9%
+42.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.8% | +5.2% | -0.4% | +4.5% |
| 30D | +8.6% | +4.5% | +4.1% | +8.3% |
| 3M | +5.7% | -15.4% | +21.1% | +7.0% |
| 6M | +25.5% | -6.0% | +31.5% | +26.2% |
| YTD | +39.6% | +2.2% | +37.4% | +39.4% |
| 1Y | +35.5% | -6.7% | +42.1% | +38.0% |
| All | +35.5% | -6.9% | +42.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling