+0.8%
FAST vs URA
+17.2%
-16.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.4% | +1.1% | -1.4% | -0.4% |
| 30D | -0.8% | +7.4% | -8.2% | -1.1% |
| 3M | +5.8% | -8.4% | +14.1% | +6.2% |
| 6M | +8.0% | -12.7% | +20.7% | +8.0% |
| YTD | +25.6% | +7.8% | +17.8% | +25.3% |
| 1Y | +0.8% | +19.5% | -18.6% | -2.4% |
| All | +0.8% | +17.2% | -16.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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