+69,298.0%
FAST vs UL
+2,661.1%
+66,636.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.4% | -1.3% | +1.0% | +0.2% |
| 30D | -0.8% | +0.5% | -1.3% | -1.0% |
| 3M | +5.8% | +17.6% | -11.9% | -1.1% |
| 6M | +8.0% | -5.4% | +13.4% | +9.6% |
| YTD | +25.6% | +0.7% | +24.9% | +24.2% |
| 1Y | +0.8% | -9.3% | +10.1% | +3.6% |
| 3Y | +86.1% | +24.5% | +61.6% | +67.3% |
| 5Y | +100.2% | +23.2% | +77.0% | +77.5% |
| 10Y | +494.2% | +64.5% | +429.7% | +356.1% |
| All | +69,298.0% | +2,661.1% | +66,636.9% | +16,883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling