+94.7%
FAST vs VSXY
+335.0%
-240.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | +1.3% | -6.8% | +8.1% | +1.5% |
| 30D | -4.7% | -20.4% | +15.6% | -3.9% |
| 3M | +7.9% | +2.9% | +5.0% | +7.6% |
| 6M | +7.4% | +67.9% | -60.5% | +4.2% |
| YTD | +25.1% | +44.9% | -19.8% | +21.9% |
| 1Y | +4.7% | +205.9% | -201.2% | -0.8% |
| 3Y | +94.7% | +373.9% | -279.2% | +80.5% |
| All | +94.7% | +335.0% | -240.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling