+41.2%
USB vs FAST
+100.5%
-59.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -1.3% | -0.8% | -0.5% | -1.1% |
| 3M | +15.2% | +5.8% | +9.5% | +12.2% |
| 6M | +18.8% | +8.0% | +10.8% | +14.1% |
| YTD | +21.0% | +25.6% | -4.6% | +8.4% |
| 1Y | +34.0% | +0.8% | +33.2% | +32.0% |
| 3Y | +95.3% | +86.1% | +9.2% | +47.1% |
| All | +41.2% | +100.5% | -59.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling