+748.3%
COST vs FAST
+586.1%
+162.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +4.1% | +2.1% | +2.0% | +3.4% |
| 30D | +12.0% | +6.9% | +5.1% | +9.5% |
| 3M | +11.2% | +4.8% | +6.3% | +9.3% |
| 6M | +6.1% | +19.8% | -13.6% | -0.4% |
| YTD | +22.9% | +34.9% | -12.0% | +10.2% |
| 1Y | +14.7% | +32.8% | -18.0% | +3.3% |
| 3Y | +92.3% | +93.7% | -1.4% | +47.9% |
| 5Y | +116.6% | +105.3% | +11.3% | +61.1% |
| All | +748.3% | +586.1% | +162.1% | +373.9% |
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