+524.1%
FAST vs COPX
+606.7%
-82.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.8% | +6.0% | -4.2% | +0.3% |
| 30D | -6.4% | +6.4% | -12.9% | -8.1% |
| 3M | +5.3% | +19.3% | -14.0% | -0.1% |
| 6M | +5.4% | +16.2% | -10.9% | -0.5% |
| YTD | +23.6% | +33.2% | -9.6% | +11.1% |
| 1Y | +4.1% | +90.2% | -86.2% | -16.4% |
| 3Y | +92.4% | +175.7% | -83.3% | +32.6% |
| 5Y | +106.1% | +193.1% | -87.0% | +33.6% |
| 10Y | +524.1% | +619.4% | -95.3% | +152.7% |
| All | +524.1% | +606.7% | -82.6% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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