+34.8%
FAST vs UMC
+103.9%
-69.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.5% | +3.0% |
| 7D | +3.8% | -9.2% | +13.0% | +3.7% |
| 30D | +8.1% | -35.1% | +43.2% | +7.5% |
| 3M | +5.8% | -20.5% | +26.3% | +5.5% |
| 6M | +24.9% | -1.7% | +26.6% | +24.3% |
| YTD | +38.9% | +92.8% | -53.9% | +43.0% |
| All | +34.8% | +103.9% | -69.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling