+524.1%
FAST vs QSR
+126.5%
+397.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +1.8% | -2.4% | +4.2% | +2.5% |
| 30D | -6.4% | +5.7% | -12.1% | -8.0% |
| 3M | +5.3% | +6.9% | -1.6% | +3.1% |
| 6M | +5.4% | +6.9% | -1.5% | +2.9% |
| YTD | +23.6% | +14.9% | +8.7% | +18.0% |
| 1Y | +4.1% | +29.1% | -25.0% | -4.1% |
| 3Y | +92.4% | +26.1% | +66.2% | +76.6% |
| 5Y | +106.1% | +42.3% | +63.8% | +81.2% |
| 10Y | +524.1% | +134.0% | +390.1% | +385.1% |
| All | +524.1% | +126.5% | +397.6% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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