+336.7%
COP vs FAST
+541.9%
-205.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +4.4% | +4.2% | +0.3% | +2.8% |
| 30D | 0.0% | +6.7% | -6.7% | -2.6% |
| 3M | +15.0% | +8.0% | +7.0% | +11.4% |
| 6M | +22.0% | +27.4% | -5.4% | +10.5% |
| YTD | +55.3% | +40.5% | +14.8% | +34.0% |
| 1Y | +64.1% | +38.4% | +25.8% | +42.3% |
| 3Y | +34.1% | +98.7% | -64.6% | -2.3% |
| 5Y | +133.4% | +106.7% | +26.7% | +63.1% |
| All | +336.7% | +541.9% | -205.2% | +95.4% |
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 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