+575.3%
FAST vs UL
+96.4%
+478.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | +2.1% | +1.1% | +0.9% | +1.7% |
| 30D | +6.9% | +8.2% | -1.4% | +4.1% |
| 3M | +4.8% | +4.5% | +0.3% | +3.1% |
| 6M | +19.8% | +12.6% | +7.2% | +14.6% |
| YTD | +34.9% | +3.5% | +31.4% | +32.2% |
| 1Y | +32.8% | -0.4% | +33.2% | +31.7% |
| 3Y | +93.7% | +36.0% | +57.8% | +71.3% |
| 5Y | +105.3% | +30.9% | +74.4% | +80.8% |
| All | +575.3% | +96.4% | +478.9% | +478.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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