+499.9%
FAST vs URI
+1,179.9%
-680.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.2% |
| 7D | -0.4% | -2.0% | +1.6% | +0.3% |
| 30D | -0.8% | -12.9% | +12.2% | +3.7% |
| 3M | +5.8% | -6.7% | +12.5% | +7.7% |
| 6M | +8.0% | +19.0% | -11.0% | +0.5% |
| YTD | +25.6% | +25.5% | +0.1% | +14.2% |
| 1Y | +0.8% | +5.5% | -4.7% | -3.4% |
| 3Y | +86.1% | +111.3% | -25.2% | +36.1% |
| 5Y | +100.2% | +198.6% | -98.3% | +25.1% |
| All | +499.9% | +1,179.9% | -680.1% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling