+165.7%
FAST vs QS
-54.8%
+220.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | +4.8% | +8.0% | -3.2% | +4.4% |
| 30D | +8.6% | -2.8% | +11.4% | +8.6% |
| 3M | +5.7% | -28.1% | +33.8% | +7.0% |
| 6M | +25.5% | -41.0% | +66.5% | +27.6% |
| YTD | +39.6% | -57.3% | +96.9% | +43.4% |
| 1Y | +35.5% | -72.7% | +108.2% | +41.6% |
| 3Y | +96.2% | -18.6% | +114.8% | +88.9% |
| 5Y | +110.2% | -87.0% | +197.2% | +107.5% |
| All | +165.7% | -54.8% | +220.5% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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