+107.7%
FAST vs QSR
+49.6%
+58.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +2.4% | -2.8% | -1.2% |
| 30D | -0.8% | +7.6% | -8.4% | -3.4% |
| 3M | +5.8% | +12.6% | -6.9% | +1.2% |
| 6M | +8.0% | +14.4% | -6.4% | +2.2% |
| YTD | +25.6% | +19.6% | +6.0% | +16.7% |
| 1Y | +0.8% | +33.9% | -33.1% | -10.5% |
| 3Y | +86.1% | +27.1% | +59.0% | +65.2% |
| All | +107.7% | +49.6% | +58.1% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling