+1,092.2%
FAST vs URA
-51.1%
+1,143.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.9% |
| 7D | +3.4% | -10.5% | +14.0% | +5.8% |
| 30D | +5.5% | -18.6% | +24.1% | +9.9% |
| 3M | +7.6% | -23.0% | +30.6% | +13.1% |
| 6M | +19.8% | -40.3% | +60.1% | +32.0% |
| YTD | +35.5% | -23.5% | +58.9% | +39.3% |
| 1Y | +31.6% | -31.1% | +62.7% | +38.1% |
| 3Y | +91.0% | +38.3% | +52.7% | +62.0% |
| 5Y | +105.1% | +34.6% | +70.5% | +68.6% |
| 10Y | +598.2% | +285.4% | +312.8% | +286.5% |
| All | +1,092.2% | -51.1% | +1,143.3% | +976.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling