+38.5%
FAST vs USAR
-54.5%
+93.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +5.0% | +8.8% | -3.8% | +4.8% |
| 30D | +8.6% | -28.5% | +37.0% | +9.4% |
| 3M | +6.9% | -56.2% | +63.1% | +9.2% |
| 6M | +29.6% | -68.4% | +98.0% | +33.5% |
| YTD | +41.4% | -32.2% | +73.6% | +38.4% |
| 1Y | +38.5% | -52.3% | +90.8% | +37.1% |
| All | +38.5% | -54.5% | +93.0% | +37.1% |
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 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