+1,638.1%
FAST vs UAL
+239.3%
+1,398.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | +0.7% | +5.0% | -4.4% | -0.2% |
| 30D | +4.6% | -1.2% | +5.9% | +4.6% |
| 3M | +6.4% | -16.8% | +23.1% | +9.1% |
| 6M | +20.6% | +18.0% | +2.6% | +16.4% |
| YTD | +34.7% | -1.2% | +35.9% | +33.0% |
| 1Y | +29.7% | +14.3% | +15.3% | +25.0% |
| 3Y | +89.9% | +194.6% | -104.6% | +52.2% |
| 5Y | +105.0% | +109.6% | -4.7% | +68.5% |
| 10Y | +594.2% | +93.1% | +501.1% | +422.9% |
| All | +1,638.1% | +239.3% | +1,398.8% | +749.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling