-50.7%
COIN vs FAST
+32.0%
-82.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.0% |
| 7D | -6.7% | +3.4% | -10.1% | -6.9% |
| 30D | -19.5% | +5.5% | -25.0% | -19.9% |
| 3M | +0.5% | +7.6% | -7.1% | -0.5% |
| 6M | -25.4% | +19.8% | -45.2% | -26.6% |
| YTD | -33.0% | +35.5% | -68.5% | -41.3% |
| 1Y | -50.7% | +31.6% | -82.3% | -55.8% |
| All | -50.7% | +32.0% | -82.7% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling