-47.5%
COIN vs FAST
+123.5%
-171.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.8% |
| 7D | -10.6% | -0.4% | -10.1% | -10.2% |
| 30D | +16.0% | -6.4% | +22.4% | +23.8% |
| 3M | +11.9% | +7.1% | +4.8% | +3.0% |
| 6M | -12.3% | +7.0% | -19.3% | -21.6% |
| YTD | -23.8% | +24.1% | -48.0% | -43.3% |
| 1Y | -45.4% | +4.4% | -49.8% | -50.6% |
| 3Y | +109.9% | +93.2% | +16.6% | -17.9% |
| 5Y | -30.6% | +106.4% | -137.0% | -73.3% |
| All | -47.5% | +123.5% | -171.0% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling