+53.0%
FAST vs CORZ
+222.3%
-169.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.4% | +8.4% | -8.7% | -0.6% |
| 30D | -0.8% | -17.8% | +17.0% | -0.2% |
| 3M | +5.8% | -35.9% | +41.7% | +7.2% |
| 6M | +8.0% | +12.9% | -5.0% | +6.6% |
| YTD | +25.6% | +22.9% | +2.8% | +23.3% |
| 1Y | +0.8% | +31.4% | -30.5% | -1.7% |
| All | +53.0% | +222.3% | -169.4% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling