+52.3%
FAST vs CORZ
+237.5%
-185.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.6% |
| 7D | +1.3% | +16.6% | -15.3% | +0.7% |
| 30D | -4.7% | -10.9% | +6.1% | -4.4% |
| 3M | +7.9% | -31.0% | +38.9% | +9.2% |
| 6M | +7.4% | +26.0% | -18.6% | +5.6% |
| YTD | +25.1% | +28.6% | -3.6% | +22.6% |
| 1Y | +4.7% | +34.5% | -29.8% | +2.0% |
| All | +52.3% | +237.5% | -185.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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