-6.7%
UNH vs FAST
+103.6%
-110.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.2% | +2.1% | -5.2% | -3.6% |
| 30D | +4.8% | +6.9% | -2.0% | +3.4% |
| 3M | -1.8% | +4.8% | -6.7% | -2.9% |
| 6M | +8.6% | +19.8% | -11.2% | +4.3% |
| YTD | +21.8% | +34.9% | -13.1% | +12.9% |
| 1Y | +25.8% | +32.8% | -6.9% | +17.2% |
| 3Y | -21.3% | +93.7% | -115.1% | -34.8% |
| All | -6.7% | +103.6% | -110.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling