+12.3%
QQQ vs FAST
+32.0%
-19.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -4.6% | +3.4% | -8.1% | -5.0% |
| 30D | -8.5% | +5.5% | -14.0% | -9.2% |
| 3M | -4.3% | +7.6% | -11.9% | -5.4% |
| 6M | +3.1% | +19.8% | -16.8% | +0.2% |
| YTD | +13.0% | +35.5% | -22.4% | +5.8% |
| 1Y | +12.3% | +31.6% | -19.4% | +6.0% |
| All | +12.3% | +32.0% | -19.7% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling