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  • COP vs FAST✓SelectedUSD · FASTCOP vs FAST performance historyLatest closeAs of-1.08%09/04
Stock and ETF performance explorer

COP vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,492.0%
FAST return
+71,032.6%
Excess return
-66,540.6%
Maximum drawdown
-70.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D-1.1%+0.8%-1.8%-1.3%
7D+3.0%-0.4%+3.4%+3.0%
30D+17.5%-0.8%+18.3%+17.6%
3M+13.4%+5.8%+7.6%+11.5%
6M+17.7%+8.0%+9.7%+14.8%
YTD+46.6%+25.6%+21.0%+37.8%
1Y+44.6%+0.8%+43.8%+42.9%
3Y+20.7%+86.1%-65.4%+2.2%
5Y+185.0%+100.2%+84.8%+134.3%
10Y+347.0%+494.2%-147.2%+185.9%
All+4,492.0%+71,032.6%-66,540.6%+1,420.5%

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 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