+124.0%
JPM vs FAST
+103.6%
+20.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.8% | +2.1% | -2.8% | -1.5% |
| 30D | +1.5% | +6.9% | -5.4% | -1.1% |
| 3M | -5.7% | +4.8% | -10.5% | -7.5% |
| 6M | +7.2% | +19.8% | -12.5% | -0.6% |
| YTD | +5.8% | +34.9% | -29.1% | -7.3% |
| 1Y | +8.8% | +32.8% | -24.0% | -4.0% |
| 3Y | +147.4% | +93.7% | +53.7% | +82.9% |
| All | +124.0% | +103.6% | +20.4% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling