+122.7%
FAST vs VSXY
+96.5%
+26.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | +2.1% | +11.8% | -9.7% | +1.1% |
| 30D | +6.9% | +25.9% | -19.1% | +4.8% |
| 3M | +4.8% | +15.5% | -10.7% | +3.3% |
| 6M | +19.8% | +109.7% | -90.0% | +10.9% |
| YTD | +34.9% | +99.5% | -64.6% | +24.9% |
| 1Y | +32.8% | +197.5% | -164.7% | +18.4% |
| 3Y | +93.7% | +453.3% | -359.5% | +53.8% |
| 5Y | +105.3% | +110.3% | -4.9% | +79.3% |
| All | +122.7% | +96.5% | +26.2% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling