+140.0%
QQQM vs FAST
+185.2%
-45.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +3.6% | +4.2% | -0.5% | +1.9% |
| 30D | -6.7% | +6.7% | -13.4% | -9.3% |
| 3M | -7.0% | +8.0% | -15.1% | -10.1% |
| 6M | -4.6% | +27.4% | -32.0% | -14.4% |
| YTD | +11.1% | +40.5% | -29.4% | -5.8% |
| 1Y | +12.3% | +38.4% | -26.0% | -4.1% |
| 3Y | +83.6% | +98.7% | -15.0% | +25.6% |
| 5Y | +78.1% | +106.7% | -28.6% | +14.7% |
| All | +140.0% | +185.2% | -45.2% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling