+93.4%
FAST vs JD
+14.9%
+78.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.7% |
| 7D | +0.7% | +11.7% | -11.1% | +0.2% |
| 30D | +4.6% | +8.1% | -3.4% | +4.3% |
| 3M | +6.4% | -12.0% | +18.3% | +6.9% |
| 6M | +20.6% | -3.5% | +24.1% | +20.7% |
| YTD | +34.7% | +3.3% | +31.3% | +34.3% |
| 1Y | +29.7% | -7.4% | +37.1% | +29.9% |
| All | +93.4% | +14.9% | +78.5% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling