+602.0%
COST vs FAST
+506.4%
+95.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.6% |
| 30D | -4.0% | -4.7% | +0.8% | -2.5% |
| 3M | -6.5% | +7.9% | -14.4% | -9.0% |
| 6M | -8.5% | +7.4% | -16.0% | -11.1% |
| YTD | +6.0% | +25.1% | -19.1% | -2.4% |
| 1Y | -5.8% | +4.7% | -10.5% | -8.2% |
| 3Y | +71.8% | +94.7% | -22.9% | +31.8% |
| 5Y | +106.2% | +106.8% | -0.5% | +54.2% |
| 10Y | +602.0% | +507.7% | +94.4% | +301.4% |
| All | +602.0% | +506.4% | +95.7% | +301.4% |
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