+32.8%
FAST vs QID
-13.7%
+46.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | 0.0% |
| 7D | +2.1% | +9.4% | -7.3% | +2.9% |
| 30D | +6.9% | +31.2% | -24.4% | +9.7% |
| 3M | +4.8% | +17.4% | -12.6% | +6.4% |
| 6M | +19.8% | +8.4% | +11.4% | +20.8% |
| YTD | +34.9% | -15.8% | +50.7% | +28.7% |
| 1Y | +32.8% | -16.3% | +49.1% | +26.5% |
| All | +32.8% | -13.7% | +46.4% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling