+142.9%
QQQM vs FAST
+187.0%
-44.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.2% | +5.0% | +1.2% | +4.1% |
| 30D | -7.4% | +8.6% | -16.0% | -10.6% |
| 3M | -4.8% | +6.9% | -11.7% | -7.6% |
| 6M | -2.4% | +29.6% | -32.0% | -13.1% |
| YTD | +12.4% | +41.4% | -29.0% | -4.9% |
| 1Y | +11.4% | +38.5% | -27.2% | -5.0% |
| 3Y | +85.4% | +98.7% | -13.4% | +26.9% |
| 5Y | +80.3% | +108.0% | -27.8% | +15.8% |
| All | +142.9% | +187.0% | -44.2% | +36.7% |
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