+506.0%
JPM vs FAST
+606.6%
-100.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +0.9% |
| 7D | +0.4% | +3.8% | -3.4% | -1.3% |
| 30D | +2.7% | +8.1% | -5.3% | -1.0% |
| 3M | -3.8% | +5.8% | -9.6% | -6.5% |
| 6M | +14.3% | +24.9% | -10.5% | +2.3% |
| YTD | +8.2% | +38.9% | -30.7% | -8.7% |
| 1Y | +11.0% | +36.5% | -25.5% | -5.6% |
| 3Y | +152.7% | +98.1% | +54.5% | +74.8% |
| 5Y | +130.8% | +109.3% | +21.5% | +52.0% |
| 10Y | +506.0% | +547.9% | -41.9% | +121.1% |
| All | +506.0% | +606.6% | -100.6% | +121.1% |
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