+165.6%
FAST vs OUST
-64.1%
+229.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -0.4% |
| 7D | +2.1% | +17.0% | -14.9% | +1.3% |
| 30D | +6.9% | -16.5% | +23.4% | +7.4% |
| 3M | +4.8% | -23.7% | +28.5% | +5.6% |
| 6M | +19.8% | +18.4% | +1.4% | +16.8% |
| YTD | +34.9% | +60.8% | -25.9% | +29.1% |
| 1Y | +32.8% | +44.2% | -11.4% | +27.5% |
| 3Y | +93.7% | +668.1% | -574.4% | +62.7% |
| 5Y | +105.3% | -48.8% | +154.1% | +85.0% |
| All | +165.6% | -64.1% | +229.7% | +136.0% |
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