+194.7%
FAST vs JEPI
+93.4%
+101.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | +1.8% | -1.1% | +2.9% | +3.4% |
| 30D | -6.4% | -1.3% | -5.2% | -4.8% |
| 3M | +5.3% | +3.3% | +2.0% | +0.8% |
| 6M | +5.4% | +1.0% | +4.4% | +4.1% |
| YTD | +23.6% | +4.2% | +19.3% | +17.2% |
| 1Y | +4.1% | +7.9% | -3.9% | -5.8% |
| 3Y | +92.4% | +30.0% | +62.3% | +33.9% |
| 5Y | +106.1% | +40.9% | +65.2% | +28.9% |
| All | +194.7% | +93.4% | +101.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling