+507.7%
FAST vs UMC
+1,742.7%
-1,235.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.2% |
| 7D | +1.3% | +6.6% | -5.3% | +0.3% |
| 30D | -4.7% | +16.6% | -21.3% | -7.0% |
| 3M | +7.9% | +11.0% | -3.1% | +4.6% |
| 6M | +7.4% | +131.3% | -123.9% | -9.0% |
| YTD | +25.1% | +182.5% | -157.4% | +1.1% |
| 1Y | +4.7% | +222.3% | -217.6% | -17.7% |
| 3Y | +94.7% | +253.0% | -158.3% | +48.0% |
| 5Y | +106.8% | +141.8% | -35.1% | +63.8% |
| 10Y | +507.7% | +1,772.2% | -1,264.5% | +213.9% |
| All | +507.7% | +1,742.7% | -1,235.0% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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