+108.0%
FAST vs QID
-77.9%
+186.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | +5.0% | -11.8% | +16.8% | +2.0% |
| 30D | +8.6% | +14.2% | -5.7% | +12.6% |
| 3M | +6.9% | +8.8% | -1.9% | +9.7% |
| 6M | +29.6% | +1.5% | +28.1% | +31.6% |
| YTD | +41.4% | -23.8% | +65.2% | +34.0% |
| 1Y | +38.5% | -22.0% | +60.5% | +32.3% |
| 3Y | +98.7% | -71.9% | +170.6% | +49.3% |
| 5Y | +108.0% | -77.6% | +185.6% | +55.9% |
| All | +108.0% | -77.9% | +186.0% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling