+110.2%
FAST vs QSR
+58.9%
+51.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.8% | +4.5% | +0.3% | +3.2% |
| 30D | +8.6% | +9.4% | -0.8% | +5.1% |
| 3M | +5.7% | +7.5% | -1.8% | +2.6% |
| 6M | +25.5% | -0.8% | +26.3% | +25.3% |
| YTD | +39.6% | +16.9% | +22.7% | +30.2% |
| 1Y | +35.5% | +16.3% | +19.2% | +26.5% |
| 3Y | +96.2% | +25.3% | +70.9% | +73.7% |
| 5Y | +110.2% | +60.4% | +49.8% | +59.8% |
| All | +110.2% | +58.9% | +51.3% | +59.8% |
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