+135,813.1%
UNH vs FAST
+76,279.5%
+59,533.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | -1.8% | +4.8% | -6.7% | -3.1% |
| 6M | +8.6% | +19.8% | -11.2% | +3.6% |
| YTD | +21.8% | +34.9% | -13.1% | +12.2% |
| 1Y | +25.8% | +32.8% | -6.9% | +16.4% |
| 3Y | -21.3% | +93.7% | -115.1% | -34.6% |
| 5Y | -5.3% | +105.3% | -110.7% | -23.3% |
| 10Y | +238.1% | +595.4% | -357.3% | +100.9% |
| All | +135,813.1% | +76,279.5% | +59,533.7% | +22,637.1% |
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