+31.6%
FAST vs QLD
+13.1%
+18.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +3.4% | -9.4% | +12.8% | +4.3% |
| 30D | +5.5% | -17.1% | +22.6% | +7.4% |
| 3M | +7.6% | -10.4% | +18.0% | +8.4% |
| 6M | +19.8% | +0.7% | +19.1% | +17.9% |
| YTD | +35.5% | +17.7% | +17.7% | +27.1% |
| 1Y | +31.6% | +14.7% | +16.9% | +23.8% |
| All | +31.6% | +13.1% | +18.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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