+166.7%
FAST vs OUST
-65.4%
+232.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.1% | +1.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +5.5% | -24.0% | +29.5% | +6.5% |
| 3M | +7.6% | -29.9% | +37.5% | +8.8% |
| 6M | +19.8% | +19.1% | +0.7% | +16.9% |
| YTD | +35.5% | +55.0% | -19.5% | +29.9% |
| 1Y | +31.6% | +21.2% | +10.4% | +27.4% |
| 3Y | +91.0% | +626.0% | -534.9% | +60.9% |
| 5Y | +105.1% | -51.6% | +156.7% | +85.2% |
| All | +166.7% | -65.4% | +232.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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