+574.2%
FAST vs QLD
+1,338.5%
-764.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.7% | +12.1% | +3.3% |
| 7D | +0.7% | -18.6% | +19.2% | +6.7% |
| 30D | +4.6% | -28.3% | +32.9% | +15.1% |
| 3M | +6.4% | -20.4% | +26.7% | +13.0% |
| 6M | +20.6% | -14.3% | +34.9% | +23.5% |
| YTD | +34.7% | +2.8% | +31.9% | +29.1% |
| 1Y | +29.7% | -1.2% | +30.9% | +25.6% |
| 3Y | +89.9% | +135.3% | -45.4% | +30.0% |
| 5Y | +105.0% | +62.6% | +42.4% | +49.0% |
| All | +574.2% | +1,338.5% | -764.3% | +124.9% |
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