+1,685.8%
FAST vs QLD
+8,245.8%
-6,560.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.9% |
| 7D | +3.4% | -9.4% | +12.8% | +7.5% |
| 30D | +5.5% | -17.1% | +22.6% | +13.3% |
| 3M | +7.6% | -10.4% | +18.0% | +11.5% |
| 6M | +19.8% | +0.7% | +19.1% | +16.1% |
| YTD | +35.5% | +17.7% | +17.7% | +21.8% |
| 1Y | +31.6% | +14.7% | +16.9% | +19.2% |
| 3Y | +91.0% | +169.6% | -78.6% | +11.0% |
| 5Y | +105.1% | +86.7% | +18.5% | +27.4% |
| 10Y | +598.2% | +1,600.8% | -1,002.5% | +21.6% |
| All | +1,685.8% | +8,245.8% | -6,560.0% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling