-31.9%
COIN vs FAST
+103.5%
-135.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.1% |
| 7D | -0.1% | +1.8% | -1.9% | -1.8% |
| 30D | +17.5% | -6.4% | +24.0% | +25.7% |
| 3M | +12.4% | +5.3% | +7.0% | +5.0% |
| 6M | -12.5% | +5.4% | -17.9% | -20.6% |
| YTD | -22.7% | +23.6% | -46.3% | -42.7% |
| 1Y | -45.2% | +4.1% | -49.3% | -50.5% |
| 3Y | +112.8% | +92.4% | +20.5% | -20.2% |
| 5Y | -31.9% | +106.1% | -137.9% | -74.4% |
| All | -31.9% | +103.5% | -135.4% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling