+27.9%
FAST vs Q
+66.4%
-38.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.2% | -0.4% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +6.9% | -9.8% | +16.7% | +7.8% |
| 3M | +4.8% | -12.2% | +17.1% | +5.9% |
| 6M | +19.8% | -21.6% | +41.4% | +21.6% |
| YTD | +34.9% | +43.6% | -8.7% | +23.5% |
| 1Y | +32.8% | +25.7% | +7.1% | +23.6% |
| All | +27.9% | +66.4% | -38.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling