+247.4%
UNH vs FAST
+506.4%
-258.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +1.1% | +1.3% | -0.1% | +0.7% |
| 30D | -1.5% | -4.7% | +3.2% | -0.1% |
| 3M | -0.8% | +7.9% | -8.8% | -3.5% |
| 6M | +41.8% | +7.4% | +34.4% | +37.6% |
| YTD | +23.1% | +25.1% | -2.0% | +13.1% |
| 1Y | +28.5% | +4.7% | +23.8% | +25.1% |
| 3Y | -11.8% | +94.7% | -106.5% | -32.4% |
| 5Y | +5.3% | +106.8% | -101.4% | -22.5% |
| 10Y | +247.4% | +507.7% | -260.2% | +86.9% |
| All | +247.4% | +506.4% | -258.9% | +86.9% |
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 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