+138.0%
FAST vs QS
-43.2%
+181.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.5% |
| 7D | +1.3% | +2.2% | -0.9% | +1.2% |
| 30D | -4.7% | -8.1% | +3.3% | -4.4% |
| 3M | +7.9% | -27.0% | +35.0% | +9.1% |
| 6M | +7.4% | -16.4% | +23.9% | +7.7% |
| YTD | +25.1% | -46.4% | +71.4% | +27.5% |
| 1Y | +4.7% | -41.1% | +45.8% | +5.4% |
| 3Y | +94.7% | -18.6% | +113.3% | +87.5% |
| 5Y | +106.8% | -73.0% | +179.8% | +101.2% |
| All | +138.0% | -43.2% | +181.3% | +147.5% |
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