-12.2%
UNH vs FAST
+86.1%
-98.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.1% | -0.4% | +1.4% | +1.1% |
| 30D | -3.8% | -0.8% | -3.0% | -3.7% |
| 3M | +0.7% | +5.8% | -5.0% | -0.1% |
| 6M | +37.9% | +8.0% | +29.9% | +36.0% |
| YTD | +21.9% | +25.6% | -3.7% | +17.1% |
| 1Y | +31.4% | +0.8% | +30.6% | +30.3% |
| All | -12.2% | +86.1% | -98.3% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling