+11,743.1%
COST vs FAST
+71,032.6%
-59,289.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -5.7% | +5.8% | -11.4% | -7.2% |
| 6M | -8.8% | +8.0% | -16.7% | -11.0% |
| YTD | +6.7% | +25.6% | -19.0% | -0.2% |
| 1Y | -3.6% | +0.8% | -4.5% | -4.7% |
| 3Y | +75.1% | +86.1% | -11.0% | +45.2% |
| 5Y | +108.9% | +100.2% | +8.7% | +69.6% |
| 10Y | +586.2% | +494.2% | +92.0% | +307.9% |
| All | +11,743.1% | +71,032.6% | -59,289.5% | +2,394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling