+98.7%
FAST vs QID
-71.4%
+170.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.2% |
| 7D | +4.2% | -7.1% | +11.3% | +2.9% |
| 30D | +6.7% | +12.6% | -6.0% | +9.2% |
| 3M | +8.0% | +14.2% | -6.2% | +11.1% |
| 6M | +27.4% | +6.2% | +21.2% | +30.0% |
| YTD | +40.5% | -21.8% | +62.3% | +35.1% |
| 1Y | +38.4% | -23.1% | +61.5% | +32.7% |
| 3Y | +98.7% | -71.3% | +170.0% | +54.6% |
| All | +98.7% | -71.4% | +170.1% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling