+9,339.3%
UNP vs FAST
+76,279.5%
-66,940.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -4.6% | +2.1% | -6.6% | -5.1% |
| 30D | +5.6% | +6.9% | -1.2% | +3.7% |
| 3M | -1.3% | +4.8% | -6.2% | -2.7% |
| 6M | +9.2% | +19.8% | -10.5% | +3.8% |
| YTD | +27.3% | +34.9% | -7.6% | +16.9% |
| 1Y | +35.9% | +32.8% | +3.1% | +25.3% |
| 3Y | +45.5% | +93.7% | -48.3% | +20.1% |
| 5Y | +36.0% | +105.3% | -69.3% | +9.8% |
| 10Y | +307.2% | +595.4% | -288.2% | +140.5% |
| All | +9,339.3% | +76,279.5% | -66,940.2% | +2,878.0% |
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