+147.4%
FAST vs OUST
-62.4%
+209.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -0.4% | +5.2% | -5.6% | -0.6% |
| 30D | -0.8% | -19.3% | +18.5% | 0.0% |
| 3M | +5.8% | -22.6% | +28.4% | +6.0% |
| 6M | +8.0% | +62.8% | -54.8% | +3.9% |
| YTD | +25.6% | +68.3% | -42.7% | +20.4% |
| 1Y | +0.8% | +28.5% | -27.7% | -2.9% |
| 3Y | +86.1% | +554.0% | -467.9% | +57.9% |
| 5Y | +100.2% | -56.2% | +156.4% | +80.8% |
| All | +147.4% | -62.4% | +209.8% | +120.0% |
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