+92.1%
FAST vs VXX
-78.1%
+170.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.0% |
| 7D | +1.8% | +1.6% | +0.2% | +2.0% |
| 30D | -6.4% | -9.5% | +3.0% | -7.4% |
| 3M | +5.3% | -27.3% | +32.6% | +2.2% |
| 6M | +5.4% | -43.3% | +48.7% | +0.1% |
| YTD | +23.6% | -30.9% | +54.4% | +20.3% |
| 1Y | +4.1% | -47.2% | +51.2% | -0.8% |
| All | +92.1% | -78.1% | +170.2% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling