+105.3%
FAST vs UMC
+64.2%
+41.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.3% |
| 7D | +2.1% | -17.0% | +19.0% | +4.2% |
| 30D | +6.9% | -40.6% | +47.5% | +13.8% |
| 3M | +4.8% | -27.9% | +32.7% | +8.2% |
| 6M | +19.8% | -7.5% | +27.2% | +15.7% |
| YTD | +34.9% | +79.3% | -44.4% | +11.6% |
| 1Y | +32.8% | +92.8% | -60.0% | +7.9% |
| 3Y | +93.7% | +108.2% | -14.4% | +50.1% |
| All | +105.3% | +64.2% | +41.1% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling