+35.3%
UBER vs FAST
+98.9%
-63.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +1.2% | +4.3% | -3.1% | -0.3% |
| 30D | -1.1% | +8.3% | -9.5% | -3.9% |
| 3M | -10.0% | +6.5% | -16.5% | -12.1% |
| 6M | -7.2% | +29.5% | -36.7% | -15.7% |
| YTD | -13.5% | +41.3% | -54.8% | -25.6% |
| 1Y | -24.5% | +37.4% | -61.9% | -34.3% |
| All | +35.3% | +98.9% | -63.6% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling