-36.7%
COIN vs FAST
+28.8%
-65.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.4% |
| 7D | -5.3% | +4.2% | -9.4% | -4.7% |
| 30D | -26.2% | +6.7% | -32.8% | -25.2% |
| 3M | -17.1% | +8.0% | -25.1% | -17.3% |
| 6M | -36.7% | +27.4% | -64.2% | -27.5% |
| All | -36.7% | +28.8% | -65.6% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling