-24.8%
U vs FAST
+187.6%
-212.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -2.7% |
| 7D | +32.3% | +3.8% | +28.5% | +28.0% |
| 30D | +9.7% | +8.1% | +1.6% | +1.9% |
| 3M | +19.6% | +5.8% | +13.8% | +13.1% |
| 6M | +82.6% | +24.9% | +57.8% | +47.8% |
| YTD | +16.4% | +38.9% | -22.5% | -18.4% |
| 1Y | +28.5% | +36.5% | -8.0% | -8.6% |
| 3Y | +103.8% | +98.1% | +5.6% | -13.6% |
| 5Y | -70.0% | +109.3% | -179.3% | -88.3% |
| All | -24.8% | +187.6% | -212.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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