+499.9%
FAST vs QLD
+1,646.9%
-1,147.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | +0.6% | -0.9% | -0.5% |
| 30D | -0.8% | -0.1% | -0.6% | -0.8% |
| 3M | +5.8% | -8.4% | +14.1% | +7.4% |
| 6M | +8.0% | +32.2% | -24.2% | -3.1% |
| YTD | +25.6% | +28.9% | -3.3% | +13.3% |
| 1Y | +0.8% | +43.8% | -43.0% | -12.9% |
| 3Y | +86.1% | +176.6% | -90.5% | +22.0% |
| 5Y | +100.2% | +121.6% | -21.4% | +32.3% |
| All | +499.9% | +1,646.9% | -1,147.0% | +67.7% |
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