+29.7%
FAST vs URI
+23.7%
+5.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | +1.0% |
| 7D | +0.7% | -12.9% | +13.6% | +3.8% |
| 30D | +4.6% | -3.4% | +8.1% | +5.2% |
| 3M | +6.4% | -10.0% | +16.4% | +8.6% |
| 6M | +20.6% | +12.2% | +8.4% | +16.6% |
| YTD | +34.7% | +29.8% | +4.9% | +22.7% |
| 1Y | +29.7% | +24.6% | +5.1% | +19.9% |
| All | +29.7% | +23.7% | +5.9% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling