+116.7%
COIN vs FAST
+92.3%
+24.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.6% |
| 7D | -0.1% | +1.8% | -1.9% | -1.1% |
| 30D | +17.5% | -6.4% | +24.0% | +22.3% |
| 3M | +12.4% | +5.3% | +7.0% | +8.1% |
| 6M | -12.5% | +5.4% | -17.9% | -17.2% |
| YTD | -22.7% | +23.6% | -46.3% | -36.1% |
| 1Y | -45.2% | +4.1% | -49.3% | -47.9% |
| All | +116.7% | +92.3% | +24.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling