+15.8%
COST vs FAST
+32.3%
-16.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +4.1% | +2.1% | +2.0% | +3.6% |
| 30D | +12.0% | +6.9% | +5.1% | +10.5% |
| 3M | +11.2% | +4.8% | +6.3% | +10.0% |
| 6M | +6.1% | +19.8% | -13.6% | +2.4% |
| YTD | +22.9% | +34.9% | -12.0% | +13.6% |
| All | +15.8% | +32.3% | -16.5% | +7.1% |
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