+34.8%
FAST vs QS
-73.4%
+108.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +2.6% |
| 7D | +3.8% | +13.7% | -9.8% | +3.1% |
| 30D | +8.1% | -0.2% | +8.3% | +8.1% |
| 3M | +5.8% | -24.8% | +30.6% | +7.7% |
| 6M | +24.9% | -39.4% | +64.2% | +28.0% |
| YTD | +38.9% | -56.1% | +95.1% | +47.9% |
| All | +34.8% | -73.4% | +108.2% | +50.8% |
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