+23.0%
JPM vs FAST
+4.9%
+18.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -1.1% | -4.7% | +3.6% | -0.2% |
| 3M | +14.1% | +7.9% | +6.2% | +12.2% |
| 6M | +23.3% | +7.4% | +15.9% | +20.5% |
| YTD | +11.3% | +25.1% | -13.8% | +6.5% |
| 1Y | +23.0% | +4.7% | +18.3% | +16.9% |
| All | +23.0% | +4.9% | +18.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling