-61.1%
COIN vs FAST
+153.0%
-214.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -5.3% | +4.2% | -9.4% | -9.0% |
| 30D | -26.2% | +6.7% | -32.8% | -30.9% |
| 3M | -17.1% | +8.0% | -25.1% | -23.5% |
| 6M | -36.7% | +27.4% | -64.2% | -51.8% |
| YTD | -43.6% | +40.5% | -84.0% | -63.0% |
| 1Y | -54.9% | +38.4% | -93.3% | -70.0% |
| 3Y | +37.8% | +98.7% | -60.9% | -44.9% |
| 5Y | -62.8% | +106.7% | -169.5% | -86.7% |
| All | -61.1% | +153.0% | -214.1% | -87.2% |
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