+93.4%
FAST vs URA
+30.2%
+63.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.2% |
| 7D | +0.7% | -13.3% | +13.9% | +1.8% |
| 30D | +4.6% | -25.9% | +30.5% | +7.2% |
| 3M | +6.4% | -27.8% | +34.1% | +9.1% |
| 6M | +20.6% | -42.8% | +63.4% | +26.1% |
| YTD | +34.7% | -27.5% | +62.2% | +36.6% |
| 1Y | +29.7% | -35.1% | +64.8% | +32.8% |
| All | +93.4% | +30.2% | +63.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling