+9,728.0%
UNP vs FAST
+79,883.0%
-70,154.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -2.1% | +4.3% | -6.4% | -3.2% |
| 30D | +7.3% | +8.3% | -1.0% | +4.9% |
| 3M | +3.6% | +6.5% | -2.8% | +1.8% |
| 6M | +15.8% | +29.5% | -13.7% | +7.7% |
| YTD | +32.6% | +41.3% | -8.7% | +20.2% |
| 1Y | +37.2% | +37.4% | -0.2% | +25.3% |
| 3Y | +52.6% | +98.5% | -45.9% | +25.1% |
| 5Y | +40.6% | +111.1% | -70.5% | +12.6% |
| 10Y | +288.4% | +548.6% | -260.1% | +132.8% |
| All | +9,728.0% | +79,883.0% | -70,154.9% | +2,961.8% |
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 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