+35.5%
FAST vs URA
-30.3%
+65.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +8.6% | -14.8% | +23.4% | +9.8% |
| 3M | +5.7% | -25.3% | +31.0% | +7.9% |
| 6M | +25.5% | -39.9% | +65.4% | +30.4% |
| YTD | +39.6% | -22.4% | +62.0% | +38.4% |
| 1Y | +35.5% | -29.0% | +64.5% | +35.4% |
| All | +35.5% | -30.3% | +65.8% | +35.4% |
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