+332.7%
FAST vs VXX
-99.0%
+431.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.1% |
| 7D | -0.6% | +2.0% | -2.5% | -0.2% |
| 30D | -5.6% | -7.1% | +1.5% | -6.6% |
| 3M | +6.9% | -28.6% | +35.5% | +1.6% |
| 6M | +7.0% | -44.0% | +51.0% | -1.5% |
| YTD | +24.9% | -31.7% | +56.7% | +19.8% |
| 1Y | +6.5% | -46.3% | +52.8% | -1.2% |
| 3Y | +94.1% | -78.3% | +172.4% | +69.7% |
| 5Y | +107.7% | -95.8% | +203.5% | +44.0% |
| All | +332.7% | -99.0% | +431.7% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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