+101.0%
FAST vs USAR
-18.7%
+119.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.7% | +0.1% |
| 7D | +2.1% | -14.5% | +16.6% | +2.1% |
| 30D | +6.9% | -37.8% | +44.7% | +7.2% |
| 3M | +4.8% | -52.8% | +57.6% | +5.3% |
| 6M | +19.8% | -71.2% | +91.0% | +20.6% |
| YTD | +34.9% | -30.9% | +65.8% | +35.1% |
| 1Y | +32.8% | -48.0% | +80.8% | +33.0% |
| 3Y | +93.7% | -19.7% | +113.4% | +126.3% |
| All | +101.0% | -18.7% | +119.8% | +136.1% |
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