+90.1%
FAST vs COO
-23.4%
+113.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.1% |
| 7D | -0.4% | -2.2% | +1.9% | +0.2% |
| 30D | -0.8% | -7.0% | +6.2% | +0.9% |
| 3M | +5.8% | +12.2% | -6.5% | +2.9% |
| 6M | +8.0% | -15.1% | +23.1% | +11.7% |
| YTD | +25.6% | -15.1% | +40.7% | +29.9% |
| 1Y | +0.8% | +2.3% | -1.5% | +0.2% |
| All | +90.1% | -23.4% | +113.5% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling