+758.4%
COST vs FAST
+606.6%
+151.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.2% |
| 7D | +2.5% | +3.8% | -1.4% | +1.2% |
| 30D | +12.8% | +8.1% | +4.7% | +9.9% |
| 3M | +12.7% | +5.8% | +6.9% | +10.4% |
| 6M | +6.0% | +24.9% | -18.8% | -1.8% |
| YTD | +24.4% | +38.9% | -14.6% | +10.4% |
| 1Y | +16.2% | +36.5% | -20.2% | +3.7% |
| 3Y | +96.9% | +98.1% | -1.3% | +50.3% |
| 5Y | +121.1% | +109.3% | +11.8% | +63.4% |
| 10Y | +758.4% | +547.9% | +210.5% | +374.9% |
| All | +758.4% | +606.6% | +151.8% | +374.9% |
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