+93.9%
QQQ vs FAST
+100.5%
-6.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +0.4% | -0.4% | +0.7% | +0.5% |
| 30D | +0.2% | -0.8% | +1.0% | +0.5% |
| 3M | -2.8% | +5.8% | -8.6% | -5.6% |
| 6M | +18.0% | +8.0% | +10.0% | +13.0% |
| YTD | +17.3% | +25.6% | -8.3% | +3.8% |
| 1Y | +25.6% | +0.8% | +24.8% | +23.6% |
| 3Y | +93.7% | +86.1% | +7.6% | +30.2% |
| All | +93.9% | +100.5% | -6.7% | +19.6% |
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