+94.7%
FAST vs QSR
+28.6%
+66.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -4.7% | +5.9% | -10.7% | -6.3% |
| 3M | +7.9% | +10.5% | -2.5% | +5.0% |
| 6M | +7.4% | +7.7% | -0.3% | +4.7% |
| YTD | +25.1% | +16.8% | +8.3% | +19.1% |
| 1Y | +4.7% | +30.9% | -26.2% | -3.5% |
| 3Y | +94.7% | +28.2% | +66.5% | +88.6% |
| All | +94.7% | +28.6% | +66.1% | +88.6% |
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