+541.0%
FAST vs QID
-99.0%
+640.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.9% |
| 7D | +4.8% | +1.8% | +3.0% | +5.7% |
| 30D | +8.6% | +21.6% | -13.0% | +15.9% |
| 3M | +5.7% | +12.6% | -6.9% | +10.3% |
| 6M | +25.5% | +6.9% | +18.6% | +29.9% |
| YTD | +39.6% | -20.5% | +60.1% | +32.4% |
| 1Y | +35.5% | -18.1% | +53.6% | +30.0% |
| 3Y | +96.2% | -70.7% | +166.9% | +41.7% |
| 5Y | +110.2% | -77.2% | +187.4% | +57.6% |
| All | +541.0% | -99.0% | +640.0% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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