-33.7%
UPS vs FAST
+100.5%
-134.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -3.5% | -0.8% | -2.7% | -3.3% |
| 3M | -5.7% | +5.8% | -11.5% | -8.3% |
| 6M | -4.4% | +8.0% | -12.4% | -8.3% |
| YTD | +8.0% | +25.6% | -17.6% | -3.3% |
| 1Y | +29.0% | +0.8% | +28.2% | +27.1% |
| 3Y | -27.7% | +86.1% | -113.8% | -49.2% |
| All | -33.7% | +100.5% | -134.3% | -57.0% |
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 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