+69.8%
QQQ vs FAST
+103.6%
-33.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.0% | +2.1% | -7.1% | -5.8% |
| 30D | -13.4% | +6.9% | -20.3% | -16.0% |
| 3M | -8.1% | +4.8% | -12.9% | -10.2% |
| 6M | -5.5% | +19.8% | -25.3% | -13.3% |
| YTD | +7.2% | +34.9% | -27.7% | -8.2% |
| 1Y | +7.8% | +32.8% | -25.0% | -7.1% |
| 3Y | +80.7% | +93.7% | -13.0% | +20.2% |
| All | +69.8% | +103.6% | -33.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling