+64.2%
FAST vs CORZ
+111.9%
-47.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | +0.1% |
| 7D | +2.1% | -11.2% | +13.3% | +2.4% |
| 30D | +6.9% | -26.2% | +33.1% | +7.7% |
| 3M | +4.8% | -44.1% | +49.0% | +6.6% |
| 6M | +19.8% | -52.3% | +72.0% | +22.1% |
| YTD | +34.9% | -19.2% | +54.1% | +33.9% |
| 1Y | +32.8% | -42.9% | +75.7% | +33.5% |
| All | +64.2% | +111.9% | -47.7% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling