+230.9%
QCOM vs FAST
+606.6%
-375.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.0% |
| 7D | +5.8% | +3.8% | +1.9% | +3.7% |
| 30D | -2.3% | +8.1% | -10.4% | -6.4% |
| 3M | +2.7% | +5.8% | -3.1% | -0.6% |
| 6M | -21.0% | +24.9% | -45.9% | -30.4% |
| YTD | +1.8% | +38.9% | -37.1% | -16.5% |
| 1Y | +2.4% | +36.5% | -34.0% | -15.2% |
| 3Y | +52.1% | +98.1% | -46.0% | -1.0% |
| 5Y | +14.6% | +109.3% | -94.7% | -28.5% |
| 10Y | +230.9% | +547.9% | -317.0% | +38.3% |
| All | +230.9% | +606.6% | -375.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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