+136,006.1%
UNH vs FAST
+71,032.6%
+64,973.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.1% | -0.4% | +1.4% | +1.1% |
| 30D | -3.8% | -0.8% | -3.0% | -3.6% |
| 3M | +0.7% | +5.8% | -5.0% | -0.8% |
| 6M | +37.9% | +8.0% | +29.9% | +34.6% |
| YTD | +21.9% | +25.6% | -3.7% | +14.4% |
| 1Y | +31.4% | +0.8% | +30.6% | +29.9% |
| 3Y | -11.4% | +86.1% | -97.5% | -25.7% |
| 5Y | +2.5% | +100.2% | -97.7% | -16.3% |
| 10Y | +242.9% | +494.2% | -251.3% | +111.4% |
| All | +136,006.1% | +71,032.6% | +64,973.5% | +23,086.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling