+531.8%
FAST vs COPX
+327.1%
+204.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.3% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | +8.6% | -15.0% | +23.6% | +12.8% |
| 3M | +5.7% | -18.6% | +24.3% | +10.6% |
| 6M | +25.5% | -14.9% | +40.4% | +28.5% |
| YTD | +39.6% | +1.8% | +37.8% | +33.8% |
| 1Y | +35.5% | +19.7% | +15.8% | +23.7% |
| 3Y | +96.2% | +140.9% | -44.7% | +38.5% |
| 5Y | +110.2% | +130.6% | -20.4% | +44.5% |
| 10Y | +531.8% | +326.5% | +205.4% | +198.9% |
| All | +531.8% | +327.1% | +204.8% | +198.9% |
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