+105.0%
FAST vs OUST
-56.4%
+161.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | -0.2% |
| 7D | +0.7% | -5.0% | +5.7% | +0.8% |
| 30D | +4.6% | -32.0% | +36.7% | +6.3% |
| 3M | +6.4% | -32.4% | +38.7% | +7.9% |
| 6M | +20.6% | +6.7% | +13.9% | +17.8% |
| YTD | +34.7% | +41.0% | -6.4% | +28.9% |
| 1Y | +29.7% | +18.0% | +11.7% | +25.0% |
| 3Y | +89.9% | +560.6% | -470.7% | +55.2% |
| 5Y | +105.0% | -55.1% | +160.1% | +95.3% |
| All | +105.0% | -56.4% | +161.4% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling