+82.7%
QQQM vs FAST
+113.6%
-30.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.8% |
| 7D | -0.2% | +4.3% | -4.5% | -2.0% |
| 30D | -7.5% | +8.3% | -15.8% | -10.7% |
| 3M | -3.8% | +6.5% | -10.3% | -6.6% |
| 6M | -3.0% | +29.5% | -32.5% | -14.0% |
| YTD | +12.8% | +41.3% | -28.5% | -5.2% |
| 1Y | +11.6% | +37.4% | -25.8% | -5.0% |
| 3Y | +85.9% | +98.5% | -12.6% | +23.2% |
| 5Y | +82.7% | +111.1% | -28.4% | +10.4% |
| All | +82.7% | +113.6% | -30.8% | +10.4% |
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