+107.2%
FAST vs JD
-60.2%
+167.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -0.4% | -1.7% | +1.3% | -0.3% |
| 30D | -0.8% | -13.2% | +12.4% | -0.1% |
| 3M | +5.8% | -3.2% | +8.9% | +5.9% |
| 6M | +8.0% | +15.2% | -7.2% | +7.1% |
| YTD | +25.6% | +2.0% | +23.7% | +25.3% |
| 1Y | +0.8% | -5.4% | +6.2% | +0.8% |
| 3Y | +86.1% | -9.1% | +95.2% | +85.3% |
| All | +107.2% | -60.2% | +167.4% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling