-60.2%
COIN vs FAST
+154.6%
-214.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -4.5% | +5.0% | -9.5% | -9.0% |
| 30D | -28.1% | +8.6% | -36.7% | -34.0% |
| 3M | -12.3% | +6.9% | -19.2% | -18.3% |
| 6M | -37.1% | +29.6% | -66.7% | -52.9% |
| YTD | -42.2% | +41.4% | -83.6% | -62.4% |
| 1Y | -57.0% | +38.5% | -95.5% | -71.4% |
| 3Y | +40.6% | +98.7% | -58.1% | -43.6% |
| 5Y | -61.9% | +108.0% | -169.9% | -86.5% |
| All | -60.2% | +154.6% | -214.8% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling