+92.5%
USB vs FAST
+91.5%
+1.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.5% | +0.7% | -2.1% | -1.7% |
| 30D | +4.3% | +4.6% | -0.3% | +2.2% |
| 3M | -6.1% | +6.4% | -12.4% | -8.7% |
| 6M | +9.4% | +20.6% | -11.2% | +0.2% |
| YTD | +15.2% | +34.7% | -19.5% | -0.9% |
| 1Y | +32.8% | +29.7% | +3.1% | +16.2% |
| All | +92.5% | +91.5% | +1.0% | +42.2% |
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 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