+110.2%
FAST vs JEPI
+43.6%
+66.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | +4.8% | +0.6% | +4.2% | +3.9% |
| 30D | +8.6% | +1.6% | +7.0% | +6.3% |
| 3M | +5.7% | +1.3% | +4.4% | +3.8% |
| 6M | +25.5% | +6.5% | +19.0% | +15.6% |
| YTD | +39.6% | +6.9% | +32.7% | +28.1% |
| 1Y | +35.5% | +9.4% | +26.1% | +20.8% |
| 3Y | +96.2% | +35.0% | +61.2% | +31.6% |
| 5Y | +110.2% | +43.2% | +67.0% | +31.7% |
| All | +110.2% | +43.6% | +66.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling