+346.1%
COP vs FAST
+492.5%
-146.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.4% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +17.5% | -0.8% | +18.3% | +17.7% |
| 3M | +13.4% | +5.8% | +7.6% | +10.4% |
| 6M | +17.7% | +8.0% | +9.7% | +12.9% |
| YTD | +46.6% | +25.6% | +21.0% | +32.0% |
| 1Y | +44.6% | +0.8% | +43.8% | +41.9% |
| 3Y | +20.7% | +86.1% | -65.4% | -10.2% |
| 5Y | +185.0% | +100.2% | +84.8% | +99.4% |
| All | +346.1% | +492.5% | -146.4% | +95.8% |
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