+548.6%
FAST vs URA
+277.9%
+270.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +4.3% | +2.9% | +1.4% | +3.7% |
| 30D | +8.3% | -10.8% | +19.1% | +10.3% |
| 3M | +6.5% | -25.5% | +32.0% | +11.6% |
| 6M | +29.5% | -41.2% | +70.7% | +41.0% |
| YTD | +41.3% | -21.3% | +62.5% | +43.7% |
| 1Y | +37.4% | -25.7% | +63.1% | +41.0% |
| 3Y | +98.5% | +43.1% | +55.5% | +69.9% |
| 5Y | +111.1% | +35.6% | +75.5% | +77.0% |
| 10Y | +548.6% | +281.3% | +267.3% | +276.8% |
| All | +548.6% | +277.9% | +270.7% | +276.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling