+536.8%
FAST vs COO
+41.7%
+495.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +4.3% | -2.3% | +6.6% | +5.1% |
| 30D | +8.3% | +13.3% | -5.0% | +3.6% |
| 3M | +6.5% | -18.1% | +24.6% | +13.3% |
| 6M | +29.5% | +6.7% | +22.8% | +25.0% |
| YTD | +41.3% | -23.2% | +64.5% | +53.1% |
| 1Y | +37.4% | -12.3% | +49.7% | +41.7% |
| 3Y | +98.5% | -23.6% | +122.1% | +107.0% |
| 5Y | +111.1% | -38.7% | +149.8% | +135.3% |
| All | +536.8% | +41.7% | +495.1% | +463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling