+96.2%
FAST vs QSR
+25.8%
+70.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.8% | +4.5% | +0.3% | +3.6% |
| 30D | +8.6% | +9.4% | -0.8% | +5.9% |
| 3M | +5.7% | +7.5% | -1.8% | +3.3% |
| 6M | +25.5% | -0.8% | +26.3% | +25.3% |
| YTD | +39.6% | +16.9% | +22.7% | +32.0% |
| 1Y | +35.5% | +16.3% | +19.2% | +28.2% |
| 3Y | +96.2% | +25.3% | +70.9% | +75.2% |
| All | +96.2% | +25.8% | +70.4% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling