+199.6%
FAST vs JEPI
+95.7%
+103.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -0.4% | -0.3% | 0.0% | +0.1% |
| 30D | -0.8% | +0.1% | -0.9% | -1.0% |
| 3M | +5.8% | +4.8% | +1.0% | -0.6% |
| 6M | +8.0% | +1.0% | +7.0% | +6.7% |
| YTD | +25.6% | +5.5% | +20.1% | +17.3% |
| 1Y | +0.8% | +9.2% | -8.4% | -10.2% |
| 3Y | +86.1% | +31.2% | +54.9% | +28.1% |
| 5Y | +100.2% | +41.4% | +58.8% | +25.0% |
| All | +199.6% | +95.7% | +103.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling