+107.4%
FAST vs VSXY
+37.4%
+70.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.5% |
| 7D | -0.4% | -14.0% | +13.6% | +0.8% |
| 30D | -0.8% | -15.9% | +15.1% | +0.5% |
| 3M | +5.8% | +3.4% | +2.4% | +5.1% |
| 6M | +8.0% | +25.9% | -17.9% | +4.2% |
| YTD | +25.6% | +39.5% | -13.9% | +20.0% |
| 1Y | +0.8% | +194.4% | -193.5% | -10.4% |
| 3Y | +86.1% | +281.4% | -195.3% | +52.0% |
| 5Y | +100.2% | +12.8% | +87.4% | +82.0% |
| All | +107.4% | +37.4% | +70.0% | +84.5% |
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 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