+38.5%
FAST vs QS
-75.8%
+114.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +7.9% | +0.5% |
| 7D | +5.0% | -5.6% | +10.6% | +5.3% |
| 30D | +8.6% | -5.8% | +14.4% | +8.8% |
| 3M | +6.9% | -39.2% | +46.1% | +10.0% |
| 6M | +29.6% | -53.9% | +83.5% | +35.3% |
| YTD | +41.4% | -62.8% | +104.2% | +51.8% |
| 1Y | +38.5% | -73.5% | +112.0% | +54.4% |
| All | +38.5% | -75.8% | +114.3% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling