+533.3%
FAST vs UAL
+80.6%
+452.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +4.2% | -3.0% | +7.2% | +4.6% |
| 30D | +6.7% | +10.5% | -3.8% | +4.9% |
| 3M | +8.0% | -13.5% | +21.5% | +10.0% |
| 6M | +27.4% | +14.2% | +13.2% | +23.8% |
| YTD | +40.5% | -2.2% | +42.7% | +39.0% |
| 1Y | +38.4% | +12.5% | +25.9% | +33.9% |
| 3Y | +98.7% | +186.8% | -88.1% | +62.3% |
| 5Y | +106.7% | +119.4% | -12.7% | +71.2% |
| All | +533.3% | +80.6% | +452.8% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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