+575.3%
FAST vs COO
+41.2%
+534.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +2.1% | +4.7% | -2.6% | +0.4% |
| 30D | +6.9% | +13.9% | -7.0% | +2.1% |
| 3M | +4.8% | -14.9% | +19.8% | +10.0% |
| 6M | +19.8% | +2.0% | +17.7% | +17.4% |
| YTD | +34.9% | -23.9% | +58.8% | +46.6% |
| 1Y | +32.8% | -9.6% | +42.4% | +35.5% |
| 3Y | +93.7% | -25.4% | +119.2% | +103.9% |
| 5Y | +105.3% | -41.2% | +146.5% | +132.0% |
| All | +575.3% | +41.2% | +534.1% | +523.5% |
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