+98.7%
FAST vs USAR
-20.4%
+119.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.7% |
| 7D | +4.2% | -0.8% | +4.9% | +4.2% |
| 30D | +6.7% | -20.9% | +27.6% | +6.8% |
| 3M | +8.0% | -56.2% | +64.2% | +8.6% |
| 6M | +27.4% | -67.9% | +95.3% | +28.2% |
| YTD | +40.5% | -31.4% | +71.9% | +40.7% |
| 1Y | +38.4% | -45.1% | +83.4% | +38.6% |
| 3Y | +98.7% | -20.3% | +119.0% | +157.7% |
| All | +98.7% | -20.4% | +119.1% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling