+135.3%
JPM vs FAST
+106.5%
+28.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +3.5% | +4.2% | -0.7% | +1.9% |
| 30D | +3.3% | +6.7% | -3.4% | +0.7% |
| 3M | -4.2% | +8.0% | -12.2% | -7.1% |
| 6M | +16.4% | +27.4% | -11.0% | +5.2% |
| YTD | +9.5% | +40.5% | -31.0% | -5.6% |
| 1Y | +14.0% | +38.4% | -24.3% | -1.1% |
| 3Y | +153.1% | +98.7% | +54.4% | +85.1% |
| All | +135.3% | +106.5% | +28.8% | +63.5% |
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