+99.0%
COST vs FAST
+97.8%
+1.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +5.0% | +4.2% | +0.8% | +4.1% |
| 30D | +12.8% | +6.7% | +6.1% | +11.4% |
| 3M | +15.2% | +8.0% | +7.1% | +13.4% |
| 6M | +7.4% | +27.4% | -20.0% | +2.3% |
| YTD | +29.0% | +40.5% | -11.5% | +20.1% |
| 1Y | +20.3% | +38.4% | -18.1% | +12.2% |
| 3Y | +99.0% | +98.7% | +0.3% | +71.5% |
| All | +99.0% | +97.8% | +1.2% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling