+236.9%
FAST vs JEPI
+101.5%
+135.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | -0.1% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +8.3% | +2.8% | +5.5% | +4.2% |
| 3M | +6.5% | +2.6% | +3.9% | +2.7% |
| 6M | +29.5% | +8.4% | +21.2% | +16.2% |
| YTD | +41.3% | +8.6% | +32.6% | +26.6% |
| 1Y | +37.4% | +10.4% | +27.0% | +20.6% |
| 3Y | +98.5% | +37.1% | +61.4% | +28.5% |
| 5Y | +111.1% | +45.5% | +65.6% | +26.5% |
| All | +236.9% | +101.5% | +135.3% | +18.3% |
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