+65.0%
UBER vs FAST
+290.0%
-225.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +5.1% | +2.1% | +3.0% | +4.1% |
| 30D | +0.2% | +6.9% | -6.7% | -3.1% |
| 3M | -2.7% | +4.8% | -7.5% | -5.2% |
| 6M | -13.4% | +19.8% | -33.1% | -21.3% |
| YTD | -16.1% | +34.9% | -51.0% | -29.2% |
| 1Y | -25.5% | +32.8% | -58.3% | -36.8% |
| 3Y | +42.5% | +93.7% | -51.3% | -3.7% |
| 5Y | +45.3% | +105.3% | -60.0% | -6.3% |
| All | +65.0% | +290.0% | -225.0% | -24.5% |
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