+1,556.3%
FAST vs QLD
+9,036.4%
-7,480.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | +0.6% | -0.9% | -0.6% |
| 30D | -0.8% | -0.1% | -0.6% | -0.8% |
| 3M | +5.8% | -8.4% | +14.1% | +7.8% |
| 6M | +8.0% | +32.2% | -24.2% | -6.4% |
| YTD | +25.6% | +28.9% | -3.3% | +9.7% |
| 1Y | +0.8% | +43.8% | -43.0% | -16.9% |
| 3Y | +86.1% | +176.6% | -90.5% | +7.5% |
| 5Y | +100.2% | +121.6% | -21.4% | +15.9% |
| 10Y | +494.2% | +1,652.9% | -1,158.7% | +3.5% |
| All | +1,556.3% | +9,036.4% | -7,480.2% | -18.2% |
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