+31.6%
FAST vs USAR
-49.3%
+80.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.5% | +1.8% |
| 7D | +3.4% | -21.8% | +25.2% | +4.0% |
| 30D | +5.5% | -39.9% | +45.4% | +7.0% |
| 3M | +7.6% | -52.5% | +60.1% | +9.8% |
| 6M | +19.8% | -67.9% | +87.8% | +23.6% |
| YTD | +35.5% | -31.1% | +66.5% | +32.3% |
| 1Y | +31.6% | -49.8% | +81.5% | +30.0% |
| All | +31.6% | -49.3% | +80.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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