+743.6%
VLO vs FAST
+606.6%
+137.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.9% |
| 7D | -6.5% | +3.8% | -10.3% | -7.8% |
| 30D | -17.8% | +8.1% | -25.8% | -20.1% |
| 3M | +19.6% | +5.8% | +13.8% | +16.9% |
| 6M | +49.3% | +24.9% | +24.4% | +36.5% |
| YTD | +122.4% | +38.9% | +83.5% | +93.1% |
| 1Y | +107.4% | +36.5% | +71.0% | +81.2% |
| 3Y | +223.1% | +98.1% | +124.9% | +137.0% |
| 5Y | +432.2% | +109.3% | +322.9% | +271.2% |
| 10Y | +743.6% | +547.9% | +195.7% | +251.8% |
| All | +743.6% | +606.6% | +137.1% | +251.8% |
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