+533.3%
FAST vs UMC
+1,272.7%
-739.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.3% |
| 7D | +4.2% | +11.2% | -7.0% | +2.6% |
| 30D | +6.7% | -28.0% | +34.7% | +11.2% |
| 3M | +8.0% | -20.5% | +28.6% | +10.5% |
| 6M | +27.4% | -1.6% | +29.0% | +23.4% |
| YTD | +40.5% | +99.4% | -58.9% | +18.2% |
| 1Y | +38.4% | +120.4% | -82.0% | +14.1% |
| 3Y | +98.7% | +134.2% | -35.6% | +59.2% |
| 5Y | +106.7% | +78.8% | +27.9% | +69.4% |
| All | +533.3% | +1,272.7% | -739.4% | +236.5% |
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