+4,904.5%
FAST vs UMC
+139.8%
+4,764.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.6% |
| 7D | +2.1% | -17.0% | +19.0% | +5.8% |
| 30D | +6.9% | -40.6% | +47.5% | +18.7% |
| 3M | +4.8% | -27.9% | +32.7% | +10.9% |
| 6M | +19.8% | -7.5% | +27.2% | +16.6% |
| YTD | +34.9% | +79.3% | -44.4% | +10.5% |
| 1Y | +32.8% | +92.8% | -60.0% | +6.8% |
| 3Y | +93.7% | +108.2% | -14.4% | +49.9% |
| 5Y | +105.3% | +68.4% | +36.9% | +62.8% |
| 10Y | +595.4% | +1,107.7% | -512.4% | +213.1% |
| All | +4,904.5% | +139.8% | +4,764.7% | +1,992.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling