+101.3%
USB vs FAST
+611.6%
-510.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | +2.4% | +3.4% | -1.0% | +0.8% |
| 30D | +6.6% | +5.5% | +1.1% | +3.9% |
| 3M | -4.1% | +7.6% | -11.7% | -7.5% |
| 6M | +12.5% | +19.8% | -7.3% | +2.7% |
| YTD | +17.6% | +35.5% | -17.8% | +0.6% |
| 1Y | +36.5% | +31.6% | +4.9% | +18.3% |
| 3Y | +95.4% | +91.0% | +4.4% | +39.7% |
| 5Y | +26.1% | +105.1% | -79.0% | -14.6% |
| 10Y | +101.3% | +598.2% | -497.0% | -21.9% |
| All | +101.3% | +611.6% | -510.3% | -21.9% |
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