+7,228.8%
FAST vs URI
+7,377.6%
-148.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | +1.3% |
| 7D | +0.7% | -12.9% | +13.6% | +4.2% |
| 30D | +4.6% | -3.4% | +8.1% | +5.3% |
| 3M | +6.4% | -10.0% | +16.4% | +8.9% |
| 6M | +20.6% | +12.2% | +8.4% | +16.3% |
| YTD | +34.7% | +29.8% | +4.9% | +23.6% |
| 1Y | +29.7% | +24.6% | +5.1% | +20.2% |
| 3Y | +89.9% | +137.6% | -47.7% | +45.5% |
| 5Y | +105.0% | +176.6% | -71.7% | +47.4% |
| 10Y | +594.2% | +1,402.6% | -808.4% | +204.7% |
| All | +7,228.8% | +7,377.6% | -148.8% | +1,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling