+717.1%
VLO vs FAST
+545.6%
+171.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -9.5% | +4.8% | -14.3% | -11.1% |
| 30D | -19.1% | +8.6% | -27.8% | -21.6% |
| 3M | +11.4% | +5.7% | +5.7% | +8.9% |
| 6M | +46.7% | +25.5% | +21.3% | +33.9% |
| YTD | +118.6% | +39.6% | +79.0% | +89.5% |
| 1Y | +99.9% | +35.5% | +64.4% | +75.1% |
| 3Y | +210.5% | +96.2% | +114.3% | +128.7% |
| 5Y | +432.7% | +110.2% | +322.5% | +271.0% |
| 10Y | +717.1% | +531.8% | +185.3% | +244.3% |
| All | +717.1% | +545.6% | +171.5% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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