+107.2%
FAST vs COO
-38.8%
+145.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | -0.4% | -2.2% | +1.9% | +0.3% |
| 30D | -0.8% | -7.0% | +6.2% | +1.5% |
| 3M | +5.8% | +12.2% | -6.5% | +1.7% |
| 6M | +8.0% | -15.1% | +23.1% | +13.3% |
| YTD | +25.6% | -15.1% | +40.7% | +31.8% |
| 1Y | +0.8% | +2.3% | -1.5% | -0.6% |
| 3Y | +86.1% | -23.7% | +109.8% | +95.5% |
| All | +107.2% | -38.8% | +145.9% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling