+214.3%
UNH vs FAST
+546.1%
-331.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.4% | +5.0% | -2.6% | +0.8% |
| 30D | +7.2% | +8.6% | -1.3% | +4.4% |
| 3M | +0.5% | +6.9% | -6.4% | -1.8% |
| 6M | +3.4% | +29.6% | -26.2% | -5.2% |
| YTD | +25.2% | +41.4% | -16.3% | +10.4% |
| 1Y | +22.7% | +38.5% | -15.8% | +9.0% |
| 3Y | -20.3% | +98.7% | -119.0% | -39.1% |
| 5Y | -3.4% | +108.0% | -111.4% | -28.7% |
| All | +214.3% | +546.1% | -331.8% | +60.6% |
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