+96.6%
USB vs FAST
+92.6%
+4.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +2.4% | +3.4% | -1.0% | +1.0% |
| 30D | +6.6% | +5.5% | +1.1% | +4.1% |
| 3M | -4.1% | +7.6% | -11.7% | -7.3% |
| 6M | +12.5% | +19.8% | -7.3% | +3.3% |
| YTD | +17.6% | +35.5% | -17.8% | +1.0% |
| 1Y | +36.5% | +31.6% | +4.9% | +18.7% |
| All | +96.6% | +92.6% | +4.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling