-34.4%
UPS vs FAST
+110.3%
-144.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -0.6% | +5.0% | -5.6% | -2.6% |
| 30D | +16.4% | +8.6% | +7.9% | +12.4% |
| 3M | +7.9% | +6.9% | +1.0% | +4.7% |
| 6M | +15.8% | +29.6% | -13.8% | +3.0% |
| YTD | +16.6% | +41.4% | -24.8% | -0.9% |
| 1Y | +22.3% | +38.5% | -16.2% | +4.8% |
| 3Y | -6.2% | +98.7% | -105.0% | -35.3% |
| 5Y | -34.4% | +108.0% | -142.5% | -57.4% |
| All | -34.4% | +110.3% | -144.8% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling