+1,085.3%
FAST vs URA
-53.7%
+1,138.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.5% |
| 7D | +0.7% | -13.3% | +13.9% | +3.7% |
| 30D | +4.6% | -25.9% | +30.5% | +11.2% |
| 3M | +6.4% | -27.8% | +34.1% | +13.3% |
| 6M | +20.6% | -42.8% | +63.4% | +34.0% |
| YTD | +34.7% | -27.5% | +62.2% | +40.0% |
| 1Y | +29.7% | -35.1% | +64.8% | +37.8% |
| 3Y | +89.9% | +31.1% | +58.9% | +62.9% |
| 5Y | +105.0% | +29.8% | +75.2% | +69.6% |
| 10Y | +594.2% | +265.1% | +329.0% | +288.5% |
| All | +1,085.3% | -53.7% | +1,138.9% | +982.1% |
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