+7,271.7%
FAST vs URI
+7,950.8%
-679.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.8% |
| 7D | +3.4% | -4.3% | +7.7% | +4.6% |
| 30D | +5.5% | +4.6% | +0.9% | +4.1% |
| 3M | +7.6% | -2.1% | +9.7% | +7.8% |
| 6M | +19.8% | +21.9% | -2.1% | +13.1% |
| YTD | +35.5% | +39.7% | -4.2% | +22.1% |
| 1Y | +31.6% | +32.9% | -1.2% | +20.1% |
| 3Y | +91.0% | +155.8% | -64.8% | +43.7% |
| 5Y | +105.1% | +202.4% | -97.3% | +44.2% |
| 10Y | +598.2% | +1,517.7% | -919.5% | +200.9% |
| All | +7,271.7% | +7,950.8% | -679.0% | +1,322.7% |
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