+82.2%
UBER vs FAST
+263.2%
-181.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | +11.1% | -0.8% | +11.9% | +11.4% |
| 3M | +4.9% | +5.8% | -0.8% | +1.7% |
| 6M | -1.2% | +8.0% | -9.1% | -5.8% |
| YTD | -7.3% | +25.6% | -32.9% | -18.9% |
| 1Y | -17.6% | +0.8% | -18.4% | -19.4% |
| 3Y | +61.1% | +86.1% | -25.1% | +10.7% |
| 5Y | +87.9% | +100.2% | -12.3% | +22.5% |
| All | +82.2% | +263.2% | -181.0% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling