+534.7%
QQQ vs FAST
+541.9%
-7.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +3.6% | +4.2% | -0.5% | +1.8% |
| 30D | -6.7% | +6.7% | -13.4% | -9.4% |
| 3M | -7.0% | +8.0% | -15.1% | -10.4% |
| 6M | -4.7% | +27.4% | -32.1% | -15.0% |
| YTD | +11.1% | +40.5% | -29.4% | -6.4% |
| 1Y | +12.3% | +38.4% | -26.1% | -4.7% |
| 3Y | +83.3% | +98.7% | -15.4% | +26.9% |
| 5Y | +77.5% | +106.7% | -29.2% | +18.8% |
| All | +534.7% | +541.9% | -7.2% | +180.5% |
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