+533.3%
FAST vs COPX
+307.7%
+225.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | +4.2% | -2.8% | +7.0% | +4.8% |
| 30D | +6.7% | -14.3% | +21.0% | +10.6% |
| 3M | +8.0% | -19.0% | +27.1% | +13.2% |
| 6M | +27.4% | -24.4% | +51.8% | +34.6% |
| YTD | +40.5% | -3.2% | +43.7% | +36.3% |
| 1Y | +38.4% | +15.2% | +23.2% | +27.5% |
| 3Y | +98.7% | +127.6% | -29.0% | +42.3% |
| 5Y | +106.7% | +106.0% | +0.7% | +47.3% |
| All | +533.3% | +307.7% | +225.6% | +202.4% |
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