+479.1%
JPM vs FAST
+545.6%
-66.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.2% | +4.8% | -3.6% | -1.0% |
| 30D | +2.7% | +8.6% | -5.9% | -1.2% |
| 3M | -4.5% | +5.7% | -10.1% | -7.1% |
| 6M | +14.3% | +25.5% | -11.2% | +2.1% |
| YTD | +8.2% | +39.6% | -31.4% | -8.9% |
| 1Y | +10.0% | +35.5% | -25.5% | -6.0% |
| 3Y | +149.0% | +96.2% | +52.7% | +73.3% |
| 5Y | +131.0% | +110.2% | +20.8% | +52.1% |
| 10Y | +479.1% | +531.8% | -52.8% | +124.2% |
| All | +479.1% | +545.6% | -66.6% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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