+468.2%
FAST vs JD
+48.3%
+419.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -0.8% | -13.2% | +12.4% | +0.7% |
| 3M | +5.8% | -3.2% | +8.9% | +6.0% |
| 6M | +8.0% | +15.2% | -7.2% | +5.9% |
| YTD | +25.6% | +2.0% | +23.7% | +24.9% |
| 1Y | +0.8% | -5.4% | +6.2% | +0.8% |
| 3Y | +86.1% | -9.1% | +95.2% | +82.1% |
| 5Y | +100.2% | -59.6% | +159.8% | +108.7% |
| 10Y | +494.2% | +26.2% | +467.9% | +378.5% |
| All | +468.2% | +48.3% | +419.9% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling