-4.5%
UPS vs FAST
+98.9%
-103.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -1.6% | +4.3% | -5.9% | -2.9% |
| 30D | +17.9% | +8.3% | +9.6% | +15.0% |
| 3M | +9.4% | +6.5% | +2.9% | +7.2% |
| 6M | +16.2% | +29.5% | -13.3% | +6.7% |
| YTD | +18.8% | +41.3% | -22.5% | +5.8% |
| 1Y | +26.1% | +37.4% | -11.3% | +13.2% |
| All | -4.5% | +98.9% | -103.4% | -22.0% |
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 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