+110.2%
COST vs FAST
+100.5%
+9.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -3.1% | -0.4% | -2.8% | -3.0% |
| 30D | -2.8% | -0.8% | -2.0% | -2.6% |
| 3M | -5.7% | +5.8% | -11.4% | -7.8% |
| 6M | -8.8% | +8.0% | -16.7% | -11.9% |
| YTD | +6.7% | +25.6% | -19.0% | -3.2% |
| 1Y | -3.6% | +0.8% | -4.5% | -4.9% |
| 3Y | +75.1% | +86.1% | -11.0% | +25.2% |
| All | +110.2% | +100.5% | +9.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling