+231.0%
UNH vs FAST
+606.6%
-375.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.1% |
| 7D | -0.7% | +3.8% | -4.5% | -1.9% |
| 30D | +4.8% | +8.1% | -3.2% | +2.2% |
| 3M | -1.7% | +5.8% | -7.5% | -3.6% |
| 6M | +5.9% | +24.9% | -19.0% | -1.9% |
| YTD | +22.8% | +38.9% | -16.1% | +8.9% |
| 1Y | +25.9% | +36.5% | -10.6% | +12.3% |
| 3Y | -21.4% | +98.1% | -119.6% | -40.1% |
| 5Y | -6.3% | +109.3% | -115.6% | -31.3% |
| 10Y | +231.0% | +547.9% | -316.9% | +59.6% |
| All | +231.0% | +606.6% | -375.6% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling