+533.3%
FAST vs COR
+486.2%
+47.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.5% |
| 7D | +4.2% | +7.8% | -3.7% | +1.8% |
| 30D | +6.7% | +7.0% | -0.3% | +4.4% |
| 3M | +8.0% | +16.3% | -8.2% | +3.0% |
| 6M | +27.4% | +41.3% | -13.9% | +14.2% |
| YTD | +40.5% | +7.1% | +33.4% | +35.4% |
| 1Y | +38.4% | -0.8% | +39.2% | +36.6% |
| 3Y | +98.7% | +85.0% | +13.7% | +55.3% |
| 5Y | +106.7% | +203.9% | -97.2% | +32.9% |
| All | +533.3% | +486.2% | +47.1% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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