+40.4%
UNP vs FAST
+110.3%
-69.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.1% | +5.0% | -2.9% | 0.0% |
| 30D | +7.7% | +8.6% | -0.8% | +4.0% |
| 3M | +4.0% | +6.9% | -2.9% | +1.0% |
| 6M | +15.7% | +29.6% | -13.9% | +3.2% |
| YTD | +33.5% | +41.4% | -7.9% | +14.0% |
| 1Y | +38.9% | +38.5% | +0.4% | +19.7% |
| 3Y | +53.7% | +98.7% | -45.1% | +10.2% |
| 5Y | +40.4% | +108.0% | -67.6% | -4.8% |
| All | +40.4% | +110.3% | -69.9% | -4.8% |
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