-25.5%
UBER vs FAST
+30.1%
-55.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +5.1% | +2.1% | +3.0% | +4.9% |
| 30D | +0.2% | +6.9% | -6.7% | -0.7% |
| 3M | -2.7% | +4.8% | -7.5% | -3.3% |
| 6M | -13.4% | +19.8% | -33.1% | -15.2% |
| YTD | -16.1% | +34.9% | -51.0% | -21.7% |
| 1Y | -25.5% | +32.8% | -58.3% | -31.0% |
| All | -25.5% | +30.1% | -55.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling