+246.2%
UPS vs FAST
+7,832.9%
-7,586.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | 0.0% | +2.1% | -2.0% | -0.6% |
| 30D | +17.3% | +6.9% | +10.5% | +14.7% |
| 3M | +6.6% | +4.8% | +1.8% | +4.8% |
| 6M | +12.0% | +19.8% | -7.8% | +5.1% |
| YTD | +14.4% | +34.9% | -20.5% | +2.9% |
| 1Y | +23.3% | +32.8% | -9.5% | +11.4% |
| 3Y | -9.6% | +93.7% | -103.4% | -28.9% |
| 5Y | -34.1% | +105.3% | -139.4% | -49.4% |
| 10Y | +49.5% | +595.4% | -545.9% | -22.6% |
| All | +246.2% | +7,832.9% | -7,586.7% | -13.2% |
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