+129.3%
FAST vs VSXY
+106.4%
+22.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +2.6% |
| 7D | +3.8% | +15.2% | -11.3% | +2.6% |
| 30D | +8.1% | +37.0% | -28.9% | +5.2% |
| 3M | +5.8% | +15.2% | -9.4% | +4.3% |
| 6M | +24.9% | +136.3% | -111.4% | +14.4% |
| YTD | +38.9% | +109.6% | -70.6% | +28.1% |
| 1Y | +36.5% | +223.7% | -187.2% | +20.8% |
| 3Y | +98.1% | +516.3% | -418.1% | +55.4% |
| 5Y | +109.3% | +125.1% | -15.8% | +81.9% |
| All | +129.3% | +106.4% | +22.9% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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