+107.0%
FAST vs USAR
-13.4%
+120.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +2.9% |
| 7D | +3.8% | -1.1% | +4.9% | +3.8% |
| 30D | +8.1% | -30.3% | +38.3% | +8.3% |
| 3M | +5.8% | -54.7% | +60.5% | +6.3% |
| 6M | +24.9% | -67.5% | +92.4% | +25.6% |
| YTD | +38.9% | -26.4% | +65.3% | +39.1% |
| 1Y | +36.5% | -49.5% | +86.0% | +36.6% |
| 3Y | +98.1% | -14.5% | +112.6% | +131.4% |
| All | +107.0% | -13.4% | +120.5% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling