+32.8%
FAST vs COO
-9.4%
+42.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +2.1% | +4.7% | -2.6% | +0.9% |
| 30D | +6.9% | +13.9% | -7.0% | +3.6% |
| 3M | +4.8% | -14.9% | +19.8% | +10.4% |
| 6M | +19.8% | +2.0% | +17.7% | +18.3% |
| YTD | +34.9% | -23.9% | +58.8% | +48.0% |
| 1Y | +32.8% | -9.6% | +42.4% | +40.7% |
| All | +32.8% | -9.4% | +42.2% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling