+575.3%
FAST vs URA
+278.3%
+297.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.6% |
| 7D | +2.1% | -4.1% | +6.2% | +2.8% |
| 30D | +6.9% | -19.0% | +25.9% | +10.7% |
| 3M | +4.8% | -25.1% | +30.0% | +9.8% |
| 6M | +19.8% | -44.5% | +64.3% | +31.8% |
| YTD | +34.9% | -24.3% | +59.2% | +38.2% |
| 1Y | +32.8% | -28.1% | +60.9% | +37.0% |
| 3Y | +93.7% | +40.7% | +53.1% | +66.1% |
| 5Y | +105.3% | +35.5% | +69.8% | +71.5% |
| All | +575.3% | +278.3% | +297.0% | +300.4% |
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 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