+575.3%
FAST vs QLD
+1,375.1%
-799.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.6% |
| 7D | +2.1% | -10.3% | +12.3% | +5.1% |
| 30D | +6.9% | -26.1% | +32.9% | +16.4% |
| 3M | +4.8% | -17.8% | +22.6% | +10.3% |
| 6M | +19.8% | -15.6% | +35.3% | +23.3% |
| YTD | +34.9% | +5.4% | +29.5% | +28.4% |
| 1Y | +32.8% | +5.2% | +27.5% | +26.1% |
| 3Y | +93.7% | +139.4% | -45.7% | +32.0% |
| 5Y | +105.3% | +66.7% | +38.6% | +48.1% |
| All | +575.3% | +1,375.1% | -799.8% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling