+105.1%
FAST vs QLD
+90.1%
+15.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | +3.4% | -9.4% | +12.8% | +5.8% |
| 30D | +5.5% | -17.1% | +22.6% | +10.1% |
| 3M | +7.6% | -10.4% | +18.0% | +10.0% |
| 6M | +19.8% | +0.7% | +19.1% | +17.6% |
| YTD | +35.5% | +17.7% | +17.7% | +26.8% |
| 1Y | +31.6% | +14.7% | +16.9% | +23.8% |
| 3Y | +91.0% | +169.6% | -78.6% | +34.1% |
| 5Y | +105.1% | +86.7% | +18.5% | +44.6% |
| All | +105.1% | +90.1% | +15.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling