+1,005.7%
FAST vs URA
-31.1%
+1,036.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | -0.8% | +7.4% | -8.2% | -2.4% |
| 3M | +5.8% | -8.4% | +14.1% | +7.1% |
| 6M | +8.0% | -12.7% | +20.7% | +9.6% |
| YTD | +25.6% | +7.8% | +17.8% | +20.6% |
| 1Y | +0.8% | +19.5% | -18.6% | -6.9% |
| 3Y | +86.1% | +116.4% | -30.3% | +43.0% |
| 5Y | +100.2% | +134.3% | -34.1% | +43.1% |
| 10Y | +494.2% | +359.3% | +134.9% | +222.2% |
| All | +1,005.7% | -31.1% | +1,036.8% | +832.0% |
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