+509.0%
FAST vs JD
+50.3%
+458.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | +0.7% | +11.7% | -11.1% | -0.6% |
| 30D | +4.6% | +8.1% | -3.4% | +3.7% |
| 3M | +6.4% | -12.0% | +18.3% | +7.7% |
| 6M | +20.6% | -3.5% | +24.1% | +20.7% |
| YTD | +34.7% | +3.3% | +31.3% | +33.5% |
| 1Y | +29.7% | -7.4% | +37.1% | +30.2% |
| 3Y | +89.9% | +16.6% | +73.3% | +80.3% |
| 5Y | +105.0% | -57.9% | +162.8% | +112.7% |
| 10Y | +594.2% | +32.6% | +561.6% | +455.6% |
| All | +509.0% | +50.3% | +458.7% | +370.7% |
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