+284.1%
UNP vs FAST
+545.6%
-261.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.9% | +4.8% | -5.7% | -3.2% |
| 30D | +8.0% | +8.6% | -0.6% | +3.7% |
| 3M | +3.3% | +5.7% | -2.3% | +0.4% |
| 6M | +14.7% | +25.5% | -10.8% | +2.1% |
| YTD | +31.9% | +39.6% | -7.7% | +10.7% |
| 1Y | +37.1% | +35.5% | +1.6% | +16.8% |
| 3Y | +51.9% | +96.2% | -44.3% | +4.6% |
| 5Y | +39.3% | +110.2% | -70.9% | -9.4% |
| 10Y | +284.1% | +531.8% | -247.7% | +41.1% |
| All | +284.1% | +545.6% | -261.5% | +41.1% |
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 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