-24.4%
UBER vs FAST
+36.2%
-60.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +3.3% |
| 7D | +6.7% | +3.8% | +2.8% | +6.1% |
| 30D | -0.5% | +8.1% | -8.5% | -1.5% |
| 3M | -5.1% | +5.8% | -10.9% | -5.8% |
| 6M | -5.7% | +24.9% | -30.5% | -8.0% |
| YTD | -12.9% | +38.9% | -51.8% | -18.7% |
| All | -24.4% | +36.2% | -60.6% | -28.7% |
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