+93.7%
FAST vs UMC
+107.6%
-13.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | +2.1% | -17.0% | +19.0% | +3.0% |
| 30D | +6.9% | -40.6% | +47.5% | +9.7% |
| 3M | +4.8% | -27.9% | +32.7% | +6.2% |
| 6M | +19.8% | -7.5% | +27.2% | +16.9% |
| YTD | +34.9% | +79.3% | -44.4% | +19.8% |
| 1Y | +32.8% | +92.8% | -60.0% | +16.3% |
| 3Y | +93.7% | +108.2% | -14.4% | +61.7% |
| All | +93.7% | +107.6% | -13.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling