+594.5%
JPM vs FAST
+506.5%
+88.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | +0.3% | -0.4% | +0.6% | +0.4% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | +15.9% | +5.8% | +10.1% | +12.3% |
| 6M | +20.9% | +8.0% | +13.0% | +15.5% |
| YTD | +12.9% | +25.6% | -12.7% | -0.1% |
| 1Y | +20.3% | +0.8% | +19.5% | +18.0% |
| 3Y | +160.9% | +86.1% | +74.8% | +85.7% |
| 5Y | +154.8% | +100.2% | +54.6% | +71.1% |
| All | +594.5% | +506.5% | +88.0% | +174.1% |
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