-5.8%
COST vs FAST
+4.9%
-10.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | -4.0% | -4.7% | +0.8% | -3.3% |
| 3M | -6.5% | +7.9% | -14.4% | -7.6% |
| 6M | -8.5% | +7.4% | -16.0% | -9.7% |
| YTD | +6.0% | +25.1% | -19.1% | +2.7% |
| 1Y | -5.8% | +4.7% | -10.5% | -11.6% |
| All | -5.8% | +4.9% | -10.7% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling