+293.8%
UNP vs FAST
+606.6%
-312.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +0.9% |
| 7D | -3.3% | +3.8% | -7.1% | -5.0% |
| 30D | +6.7% | +8.1% | -1.4% | +2.7% |
| 3M | +1.8% | +5.8% | -4.0% | -1.2% |
| 6M | +13.3% | +24.9% | -11.5% | +1.1% |
| YTD | +30.3% | +38.9% | -8.6% | +9.6% |
| 1Y | +36.9% | +36.5% | +0.5% | +16.1% |
| 3Y | +50.9% | +98.1% | -47.2% | +3.3% |
| 5Y | +37.9% | +109.3% | -71.4% | -10.2% |
| 10Y | +293.8% | +547.9% | -254.1% | +38.5% |
| All | +293.8% | +606.6% | -312.8% | +38.5% |
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