+9,321.7%
UNP vs FAST
+71,032.6%
-61,710.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -5.3% | -0.4% | -5.0% | -5.3% |
| 30D | -1.5% | -0.8% | -0.8% | -1.4% |
| 3M | +10.3% | +5.8% | +4.5% | +8.5% |
| 6M | +9.7% | +8.0% | +1.7% | +7.1% |
| YTD | +27.1% | +25.6% | +1.5% | +19.0% |
| 1Y | +32.6% | +0.8% | +31.8% | +31.6% |
| 3Y | +40.0% | +86.1% | -46.1% | +16.7% |
| 5Y | +50.8% | +100.2% | -49.4% | +22.7% |
| 10Y | +278.6% | +494.2% | -215.6% | +132.6% |
| All | +9,321.7% | +71,032.6% | -61,710.9% | +2,932.4% |
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