+73.7%
COST vs FAST
+93.0%
-19.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -3.1% | -0.4% | -2.8% | -3.1% |
| 30D | -2.8% | -0.8% | -2.0% | -2.7% |
| 3M | -5.7% | +5.8% | -11.4% | -6.8% |
| 6M | -8.8% | +8.0% | -16.7% | -10.3% |
| YTD | +6.7% | +25.6% | -19.0% | +1.7% |
| 1Y | -3.6% | +0.8% | -4.5% | -4.4% |
| All | +73.7% | +93.0% | -19.4% | +56.3% |
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