+108.1%
FAST vs USAR
-21.7%
+129.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.5% |
| 7D | +4.8% | -9.1% | +13.9% | +4.8% |
| 30D | +8.6% | -36.9% | +45.5% | +8.9% |
| 3M | +5.7% | -58.4% | +64.1% | +6.2% |
| 6M | +25.5% | -70.6% | +96.1% | +26.3% |
| YTD | +39.6% | -33.4% | +73.1% | +39.9% |
| 1Y | +35.5% | -54.0% | +89.5% | +35.7% |
| 3Y | +96.2% | -22.7% | +118.9% | +129.2% |
| All | +108.1% | -21.7% | +129.8% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling