+84.9%
USB vs FAST
+545.6%
-460.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | +4.8% | -3.4% | -0.8% |
| 30D | +6.4% | +8.6% | -2.2% | +2.3% |
| 3M | -4.5% | +5.7% | -10.2% | -7.1% |
| 6M | +11.4% | +25.5% | -14.1% | -0.5% |
| YTD | +17.1% | +39.6% | -22.5% | -1.2% |
| 1Y | +32.6% | +35.5% | -2.9% | +13.4% |
| 3Y | +101.8% | +96.2% | +5.6% | +42.6% |
| 5Y | +25.1% | +110.2% | -85.1% | -16.1% |
| 10Y | +84.9% | +531.8% | -447.0% | -21.8% |
| All | +84.9% | +545.6% | -460.8% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling