+531.8%
FAST vs UMC
+1,204.4%
-672.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.8% | -8.3% | +13.1% | +5.8% |
| 30D | +8.6% | -34.5% | +43.1% | +14.8% |
| 3M | +5.7% | -20.0% | +25.6% | +8.0% |
| 6M | +25.5% | -0.7% | +26.2% | +21.2% |
| YTD | +39.6% | +94.7% | -55.1% | +17.8% |
| 1Y | +35.5% | +106.0% | -70.5% | +13.0% |
| 3Y | +96.2% | +124.3% | -28.1% | +58.3% |
| 5Y | +110.2% | +78.0% | +32.2% | +72.3% |
| 10Y | +531.8% | +1,225.9% | -694.1% | +234.7% |
| All | +531.8% | +1,204.4% | -672.6% | +234.7% |
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