+556.7%
QQQ vs FAST
+506.4%
+50.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | +1.3% | +0.2% | +0.9% |
| 30D | -0.6% | -4.7% | +4.1% | +1.4% |
| 3M | +0.4% | +7.9% | -7.5% | -3.3% |
| 6M | +20.1% | +7.4% | +12.6% | +15.3% |
| YTD | +17.2% | +25.1% | -7.9% | +4.5% |
| 1Y | +24.7% | +4.7% | +20.0% | +20.1% |
| 3Y | +96.2% | +94.7% | +1.5% | +37.2% |
| 5Y | +94.4% | +106.8% | -12.4% | +31.2% |
| 10Y | +556.7% | +507.7% | +49.0% | +205.3% |
| All | +556.7% | +506.4% | +50.3% | +205.3% |
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