+94.6%
FAST vs QLD
+168.6%
-74.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +3.4% | -9.4% | +12.8% | +5.2% |
| 30D | +5.5% | -17.1% | +22.6% | +8.9% |
| 3M | +7.6% | -10.4% | +18.0% | +9.3% |
| 6M | +19.8% | +0.7% | +19.1% | +18.0% |
| YTD | +35.5% | +17.7% | +17.7% | +28.4% |
| 1Y | +31.6% | +14.7% | +16.9% | +25.3% |
| All | +94.6% | +168.6% | -74.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling